-57.8%
RUN vs IRE
-98.1%
+40.3%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -14.4% | +15.7% | +2.8% |
| 7D | -13.5% | -31.8% | +18.3% | -10.2% |
| 30D | +18.3% | -71.8% | +90.1% | +30.4% |
| 3M | -12.5% | -88.9% | +76.4% | +6.0% |
| 6M | -40.3% | -95.4% | +55.0% | -24.4% |
| YTD | -53.1% | -94.2% | +41.1% | -48.2% |
| 1Y | -54.3% | -97.1% | +42.8% | -46.4% |
| All | -57.8% | -98.1% | +40.3% | -49.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling