-22.3%
RUN vs IFF
+17.2%
-39.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.5% | -3.0% | -4.2% |
| 7D | -1.8% | -3.0% | +1.2% | -1.2% |
| 30D | -10.8% | -0.9% | -9.9% | -10.7% |
| 3M | -30.2% | +11.8% | -42.0% | -31.1% |
| 6M | -22.3% | +16.5% | -38.9% | -23.5% |
| All | -22.3% | +17.2% | -39.6% | -23.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling