-14.4%
RUN vs IBN
+237.0%
-251.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.5% | +6.3% | +4.9% |
| 7D | +10.2% | -2.2% | +12.3% | +11.2% |
| 30D | -9.6% | -2.3% | -7.3% | -8.7% |
| 3M | -31.5% | +15.9% | -47.4% | -36.0% |
| 6M | -18.7% | +5.6% | -24.3% | -20.8% |
| YTD | -49.9% | -0.1% | -49.8% | -49.9% |
| 1Y | -45.5% | -6.5% | -39.0% | -44.1% |
| 3Y | -34.1% | +29.3% | -63.4% | -41.8% |
| 5Y | -79.4% | +56.6% | -136.0% | -82.9% |
| 10Y | +48.9% | +314.4% | -265.4% | -9.0% |
| All | -14.4% | +237.0% | -251.4% | -31.2% |
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