-10.2%
IP vs RUN
-23.4%
+13.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.3% |
| 7D | -5.3% | +1.3% | -6.5% | -5.5% |
| 30D | -10.9% | -15.3% | +4.4% | -8.7% |
| 3M | +11.2% | -40.0% | +51.2% | +19.1% |
| 6M | -10.2% | -27.0% | +16.7% | -7.8% |
| All | -10.2% | -23.4% | +13.1% | -7.8% |
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