+102.9%
IT vs RUN
-31.9%
+134.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.4% | -4.2% | -4.6% |
| 7D | -6.0% | +1.3% | -7.3% | -6.1% |
| 30D | 0.0% | -15.3% | +15.3% | +1.1% |
| 3M | +13.1% | -40.0% | +53.1% | +17.0% |
| 6M | +11.7% | -27.0% | +38.6% | +13.0% |
| YTD | -26.1% | -51.7% | +25.6% | -23.5% |
| 1Y | -21.3% | -45.9% | +24.6% | -19.8% |
| 3Y | -46.7% | -43.8% | -3.0% | -51.6% |
| 5Y | -40.5% | -80.5% | +40.0% | -42.6% |
| 10Y | +103.9% | +45.3% | +58.6% | +52.8% |
| All | +102.9% | -31.9% | +134.8% | +54.5% |
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 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