+112.0%
IBM vs RUN
-80.3%
+192.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.7% | -4.9% | -1.3% |
| 7D | +0.3% | +10.2% | -9.9% | -0.1% |
| 30D | -1.5% | -9.6% | +8.1% | -1.1% |
| 3M | -16.8% | -31.5% | +14.7% | -15.7% |
| 6M | -9.0% | -18.7% | +9.7% | -8.6% |
| YTD | -20.1% | -49.9% | +29.8% | -18.5% |
| 1Y | -7.0% | -45.5% | +38.5% | -5.7% |
| 3Y | +72.4% | -34.1% | +106.5% | +65.9% |
| 5Y | +112.0% | -79.4% | +191.4% | +105.4% |
| All | +112.0% | -80.3% | +192.3% | +105.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded RUN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling