-42.5%
IT vs RUN
-85.5%
+43.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.1% | +4.9% | -0.8% |
| 7D | -3.7% | -13.7% | +10.0% | -2.9% |
| 30D | -3.1% | +9.4% | -12.5% | -3.8% |
| 3M | +6.3% | -13.4% | +19.8% | +6.8% |
| 6M | +24.8% | -39.6% | +64.3% | +27.3% |
| YTD | -24.4% | -53.7% | +29.3% | -22.4% |
| 1Y | -17.1% | -56.2% | +39.1% | -14.7% |
| 3Y | -53.6% | -9.7% | -43.9% | -60.5% |
| 5Y | -42.5% | -85.5% | +43.0% | -34.5% |
| All | -42.5% | -85.5% | +43.0% | -34.5% |
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 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