-17.5%
RUN vs IBB
+68.9%
-86.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.4% | +0.6% |
| 7D | +1.3% | +1.4% | -0.2% | -0.4% |
| 30D | -15.3% | +10.5% | -25.7% | -24.7% |
| 3M | -40.0% | +23.6% | -63.6% | -53.6% |
| 6M | -27.0% | +22.6% | -49.6% | -43.1% |
| YTD | -51.7% | +25.7% | -77.4% | -63.7% |
| 1Y | -45.9% | +51.4% | -97.3% | -67.0% |
| 3Y | -43.8% | +64.4% | -108.1% | -67.1% |
| 5Y | -80.5% | +22.1% | -102.6% | -83.8% |
| 10Y | +45.3% | +132.5% | -87.2% | -18.9% |
| All | -17.5% | +68.9% | -86.3% | -36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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