+33.7%
IP vs RUN
-31.9%
+65.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -9.6% |
| 3M | +11.2% | -40.0% | +51.2% | +16.0% |
| 6M | -10.2% | -27.0% | +16.7% | -8.3% |
| YTD | -2.0% | -51.7% | +49.7% | +2.7% |
| 1Y | -19.1% | -45.9% | +26.8% | -16.7% |
| 3Y | +20.9% | -43.8% | +64.6% | +12.1% |
| 5Y | -17.8% | -80.5% | +62.7% | -20.0% |
| 10Y | +23.5% | +45.3% | -21.7% | -11.6% |
| All | +33.7% | -31.9% | +65.6% | -2.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling