+162.9%
IBM vs RUN
-30.6%
+193.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.1% | -2.6% | +1.2% |
| 7D | -1.7% | +3.2% | -4.9% | -2.0% |
| 30D | +10.1% | +19.5% | -9.4% | +8.5% |
| 3M | +4.8% | -9.6% | +14.4% | +5.1% |
| 6M | +12.6% | -37.3% | +49.9% | +15.3% |
| YTD | -13.9% | -50.7% | +36.8% | -11.4% |
| 1Y | -18.7% | -54.1% | +35.4% | -16.1% |
| 3Y | +81.9% | -3.9% | +85.8% | +64.0% |
| 5Y | +148.3% | -84.4% | +232.7% | +149.1% |
| 10Y | +143.6% | +77.5% | +66.1% | +74.6% |
| All | +162.9% | -30.6% | +193.5% | +91.9% |
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