+147.1%
IBM vs RUN
-31.9%
+179.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.1% |
| 7D | -0.3% | +1.3% | -1.5% | -0.4% |
| 30D | +0.3% | -15.3% | +15.5% | +1.3% |
| 3M | -21.6% | -40.0% | +18.4% | -19.2% |
| 6M | -4.7% | -27.0% | +22.3% | -3.4% |
| YTD | -19.1% | -51.7% | +32.6% | -16.4% |
| 1Y | -2.5% | -45.9% | +43.4% | -0.5% |
| 3Y | +74.2% | -43.8% | +117.9% | +63.8% |
| 5Y | +113.1% | -80.5% | +193.6% | +108.6% |
| 10Y | +133.5% | +45.3% | +88.3% | +69.4% |
| All | +147.1% | -31.9% | +179.0% | +81.2% |
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