-45.9%
RUN vs IRM
+34.4%
-80.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.1% | -1.3% |
| 7D | +1.3% | -0.5% | +1.7% | +1.4% |
| 30D | -15.3% | -8.1% | -7.2% | -11.5% |
| 3M | -40.0% | -9.7% | -30.3% | -37.0% |
| 6M | -27.0% | +10.0% | -36.9% | -31.2% |
| YTD | -51.7% | +43.0% | -94.7% | -59.4% |
| 1Y | -45.9% | +32.7% | -78.6% | -54.6% |
| All | -45.9% | +34.4% | -80.3% | -54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 1y: compounded portfolio wealth divided by compounded IRM 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…
1y analysis · Full analysis span regression · 6 months rolling