-81.4%
RUN vs IFF
-35.8%
-45.6%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.4% |
| 7D | -3.7% | -3.2% | -0.5% | -1.4% |
| 30D | -13.0% | -0.3% | -12.7% | -12.7% |
| 3M | -31.8% | +8.4% | -40.2% | -36.3% |
| 6M | -32.2% | +23.0% | -55.3% | -44.5% |
| YTD | -53.5% | +25.5% | -78.9% | -62.9% |
| 1Y | -46.5% | +29.1% | -75.6% | -58.7% |
| 3Y | -37.6% | +31.7% | -69.3% | -48.9% |
| All | -81.4% | -35.8% | -45.6% | -75.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling