-54.9%
RUN vs IRE
-82.8%
+28.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +10.2% | -6.5% | +2.5% |
| 7D | +10.2% | +58.9% | -48.8% | +3.9% |
| 30D | -9.6% | +17.2% | -26.8% | -12.5% |
| 3M | -31.5% | -58.6% | +27.1% | -27.6% |
| 6M | -18.7% | -23.5% | +4.8% | -26.1% |
| YTD | -49.9% | -47.4% | -2.5% | -54.8% |
| All | -54.9% | -82.8% | +28.0% | -55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 10y: compounded portfolio wealth divided by compounded IRE 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…
10y analysis · Full analysis span regression · 6 months rolling