-12.4%
IP vs RUN
-82.6%
+70.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.8% |
| 7D | -5.1% | +33.4% | -38.5% | -7.5% |
| 30D | +8.5% | +31.1% | -22.6% | +5.8% |
| 3M | -13.8% | +6.4% | -20.2% | -14.6% |
| 6M | +5.7% | -22.2% | +28.0% | +7.1% |
| YTD | -9.1% | -45.8% | +36.6% | -6.5% |
| 1Y | -0.8% | -51.1% | +50.3% | +2.5% |
| 3Y | +14.8% | -3.0% | +17.8% | +2.5% |
| All | -12.4% | -82.6% | +70.2% | -16.9% |
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 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