-9.7%
IP vs RUN
-83.2%
+73.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.4% | +5.3% | +3.1% |
| 7D | -3.0% | +18.1% | -21.1% | -4.5% |
| 30D | +10.6% | +27.5% | -16.9% | +8.1% |
| 3M | -13.6% | -4.5% | -9.1% | -13.6% |
| 6M | +10.4% | -33.3% | +43.8% | +13.3% |
| YTD | -6.5% | -47.1% | +40.6% | -3.6% |
| 1Y | -2.1% | -43.1% | +41.0% | +0.2% |
| 3Y | +22.0% | -3.0% | +25.0% | +8.9% |
| 5Y | -9.7% | -82.6% | +72.9% | -14.3% |
| All | -9.7% | -83.2% | +73.5% | -14.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling