+90.0%
IT vs RUN
+43.4%
+46.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.5% | +0.7% |
| 7D | -12.7% | -3.4% | -9.3% | -12.5% |
| 30D | -8.9% | -14.0% | +5.1% | -7.9% |
| 3M | +10.1% | -27.5% | +37.6% | +12.5% |
| 6M | +7.3% | -29.0% | +36.2% | +8.9% |
| YTD | -32.4% | -53.1% | +20.7% | -29.6% |
| 1Y | -26.6% | -46.7% | +20.1% | -25.1% |
| 3Y | -51.8% | -38.3% | -13.5% | -57.4% |
| 5Y | -45.6% | -80.7% | +35.1% | -47.6% |
| All | +90.0% | +43.4% | +46.6% | +23.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling