-58.3%
RUN vs IRE
-97.8%
+39.5%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -13.5% | +7.4% | -4.7% |
| 7D | -13.7% | +11.1% | -24.8% | -15.1% |
| 30D | +9.4% | -75.2% | +84.5% | +22.7% |
| 3M | -13.4% | -86.4% | +73.0% | +2.7% |
| 6M | -39.6% | -94.8% | +55.3% | -24.1% |
| YTD | -53.7% | -93.3% | +39.6% | -49.6% |
| 1Y | -56.2% | -97.5% | +41.3% | -47.4% |
| All | -58.3% | -97.8% | +39.5% | -50.4% |
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