-18.3%
RUN vs IFF
-6.3%
-12.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.5% | -3.0% | -3.6% |
| 7D | -1.8% | -3.0% | +1.2% | +0.2% |
| 30D | -10.8% | -0.9% | -9.9% | -10.2% |
| 3M | -30.2% | +11.8% | -42.0% | -35.4% |
| 6M | -22.3% | +16.5% | -38.9% | -32.1% |
| YTD | -52.2% | +26.5% | -78.7% | -60.6% |
| 1Y | -45.1% | +32.7% | -77.8% | -56.4% |
| 3Y | -37.1% | +32.0% | -69.1% | -46.8% |
| 5Y | -80.3% | -36.1% | -44.2% | -75.0% |
| 10Y | +45.2% | -20.1% | +65.3% | +55.3% |
| All | -18.3% | -6.3% | -12.0% | -16.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling