-19.9%
RUN vs IBN
+293.9%
-313.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.1% |
| 7D | -13.5% | +1.9% | -15.4% | -14.3% |
| 30D | +18.3% | +22.1% | -3.8% | +8.1% |
| 3M | -12.5% | +17.1% | -29.6% | -18.5% |
| 6M | -40.3% | +35.5% | -75.9% | -48.0% |
| YTD | -53.1% | +16.8% | -69.9% | -56.2% |
| 1Y | -54.3% | +12.4% | -66.7% | -56.6% |
| 3Y | -6.5% | +58.0% | -64.5% | -24.7% |
| 5Y | -85.3% | +73.7% | -159.0% | -88.4% |
| 10Y | +68.9% | +385.6% | -316.7% | -3.5% |
| All | -19.9% | +293.9% | -313.8% | -39.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling