-46.5%
RUN vs IRM
+22.0%
-68.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.0% | -2.8% | -1.9% |
| 7D | -3.7% | -1.4% | -2.3% | -3.0% |
| 30D | -13.0% | -7.4% | -5.6% | -9.5% |
| 3M | -31.8% | -7.4% | -24.4% | -29.4% |
| 6M | -32.2% | +8.7% | -40.9% | -36.1% |
| YTD | -53.5% | +40.9% | -94.4% | -61.6% |
| 1Y | -46.5% | +20.5% | -67.0% | -54.3% |
| All | -46.5% | +22.0% | -68.6% | -54.3% |
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