-80.7%
RUN vs IBN
+52.7%
-133.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.5% |
| 7D | -3.4% | -5.5% | +2.1% | +1.1% |
| 30D | -14.0% | -3.4% | -10.5% | -11.6% |
| 3M | -27.5% | +8.7% | -36.2% | -32.3% |
| 6M | -29.0% | +3.7% | -32.7% | -31.4% |
| YTD | -53.1% | -2.4% | -50.7% | -52.4% |
| 1Y | -46.7% | -8.1% | -38.6% | -43.8% |
| 3Y | -38.3% | +26.3% | -64.6% | -54.2% |
| 5Y | -80.7% | +54.9% | -135.6% | -87.7% |
| All | -80.7% | +52.7% | -133.4% | -87.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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