+109.1%
IT vs RUN
-33.9%
+143.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.6% |
| 7D | +1.1% | -13.5% | +14.6% | +2.1% |
| 30D | -1.8% | +18.3% | -20.1% | -3.4% |
| 3M | +4.8% | -12.5% | +17.3% | +5.3% |
| 6M | +33.0% | -40.3% | +73.3% | +36.8% |
| YTD | -23.8% | -53.1% | +29.3% | -21.3% |
| 1Y | -16.5% | -54.3% | +37.7% | -13.7% |
| 3Y | -53.6% | -6.5% | -47.1% | -60.2% |
| 5Y | -42.1% | -85.3% | +43.2% | -42.5% |
| 10Y | +90.1% | +68.9% | +21.2% | +41.8% |
| All | +109.1% | -33.9% | +143.0% | +58.9% |
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 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