+10.3%
IP vs RUN
-24.0%
+34.3%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +12.3% | -16.2% | -5.6% |
| 7D | -5.0% | +30.0% | -35.0% | -9.1% |
| 30D | +6.5% | +27.0% | -20.5% | +2.2% |
| 3M | -18.0% | -5.9% | -12.1% | -17.6% |
| 6M | +10.3% | -26.7% | +37.0% | +13.8% |
| All | +10.3% | -24.0% | +34.3% | +13.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling