+23.9%
IP vs RUN
-42.7%
+66.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.2% |
| 7D | -5.3% | +1.3% | -6.5% | -5.4% |
| 30D | -10.9% | -15.3% | +4.4% | -9.7% |
| 3M | +11.2% | -40.0% | +51.2% | +15.3% |
| 6M | -10.2% | -27.0% | +16.7% | -8.5% |
| YTD | -2.0% | -51.7% | +49.7% | +2.0% |
| 1Y | -19.1% | -45.9% | +26.8% | -17.0% |
| All | +23.9% | -42.7% | +66.6% | +13.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling