-52.3%
RUN vs IRE
-97.3%
+45.0%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.5% | +0.1% | -2.2% |
| 7D | +18.1% | -15.5% | +33.6% | +17.3% |
| 30D | +27.5% | -70.4% | +97.9% | +40.6% |
| 3M | -4.5% | -81.6% | +77.1% | +9.4% |
| 6M | -33.3% | -94.7% | +61.4% | -16.4% |
| YTD | -47.1% | -91.8% | +44.7% | -43.5% |
| 1Y | -43.1% | -97.6% | +54.4% | -31.1% |
| All | -52.3% | -97.3% | +45.0% | -44.5% |
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