-37.6%
RUN vs IFF
+29.0%
-66.6%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.4% |
| 7D | -3.7% | -3.2% | -0.5% | -1.3% |
| 30D | -13.0% | -0.3% | -12.7% | -12.7% |
| 3M | -31.8% | +8.4% | -40.2% | -36.5% |
| 6M | -32.2% | +23.0% | -55.3% | -45.8% |
| YTD | -53.5% | +25.5% | -78.9% | -64.3% |
| 1Y | -46.5% | +29.1% | -75.6% | -60.6% |
| 3Y | -37.6% | +31.7% | -69.3% | -59.0% |
| All | -37.6% | +29.0% | -66.6% | -59.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 3y: compounded portfolio wealth divided by compounded IFF 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…
3y analysis · Full analysis span regression · 6 months rolling