+157.2%
IBM vs RUN
-33.3%
+190.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -10.6% | +9.9% | +0.1% |
| 7D | -2.2% | +0.3% | -2.5% | -2.3% |
| 30D | +7.7% | +14.0% | -6.3% | +6.5% |
| 3M | +3.5% | -11.8% | +15.2% | +4.0% |
| 6M | +7.2% | -40.4% | +47.6% | +10.1% |
| YTD | -15.8% | -52.7% | +36.9% | -13.1% |
| 1Y | -19.3% | -52.5% | +33.2% | -16.9% |
| 3Y | +78.0% | -7.7% | +85.7% | +60.9% |
| 5Y | +143.0% | -83.9% | +226.9% | +142.5% |
| 10Y | +139.9% | +84.9% | +55.0% | +71.7% |
| All | +157.2% | -33.3% | +190.5% | +88.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling