+15.9%
IP vs RUN
+66.4%
-50.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.1% | +4.0% | -1.5% |
| 7D | -0.9% | -13.7% | +12.8% | +0.5% |
| 30D | +6.7% | +9.4% | -2.7% | +5.3% |
| 3M | -16.6% | -13.4% | -3.1% | -15.8% |
| 6M | +6.0% | -39.6% | +45.6% | +10.3% |
| YTD | -10.7% | -53.7% | +43.0% | -6.2% |
| 1Y | -6.7% | -56.2% | +49.5% | -1.6% |
| 3Y | +17.1% | -9.7% | +26.9% | +2.6% |
| 5Y | -14.6% | -85.5% | +70.9% | -13.6% |
| All | +15.9% | +66.4% | -50.5% | -28.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling