-46.3%
IT vs RUN
-80.3%
+34.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.6% | +2.9% | -1.4% |
| 7D | -9.1% | -1.8% | -7.3% | -9.1% |
| 30D | -12.2% | -10.8% | -1.3% | -11.7% |
| 3M | +7.8% | -30.2% | +38.0% | +9.6% |
| 6M | +2.0% | -22.3% | +24.3% | +2.3% |
| YTD | -32.7% | -52.2% | +19.4% | -30.9% |
| 1Y | -31.1% | -45.1% | +14.0% | -30.2% |
| 3Y | -52.1% | -37.1% | -15.0% | -56.8% |
| 5Y | -46.3% | -80.3% | +34.0% | -46.9% |
| All | -46.3% | -80.3% | +34.0% | -46.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling