+40.3%
RUN vs IRM
+440.8%
-400.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.0% | -2.8% | -2.2% |
| 7D | -3.7% | -1.4% | -2.3% | -2.8% |
| 30D | -13.0% | -7.4% | -5.6% | -8.6% |
| 3M | -31.8% | -7.4% | -24.4% | -28.6% |
| 6M | -32.2% | +8.7% | -40.9% | -36.9% |
| YTD | -53.5% | +40.9% | -94.4% | -64.2% |
| 1Y | -46.5% | +20.5% | -67.0% | -54.4% |
| 3Y | -37.6% | +101.7% | -139.3% | -63.6% |
| 5Y | -80.9% | +197.7% | -278.5% | -91.0% |
| All | +40.3% | +440.8% | -400.5% | -53.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling