-51.6%
IT vs RUN
-37.3%
-14.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.6% | +2.9% | -1.6% |
| 7D | -9.1% | -1.8% | -7.3% | -9.1% |
| 30D | -12.2% | -10.8% | -1.3% | -12.1% |
| 3M | +7.8% | -30.2% | +38.0% | +8.0% |
| 6M | +2.0% | -22.3% | +24.3% | +1.8% |
| YTD | -32.7% | -52.2% | +19.4% | -32.3% |
| 1Y | -31.1% | -45.1% | +14.0% | -30.9% |
| All | -51.6% | -37.3% | -14.3% | -54.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling