-35.9%
RUN vs IRM
+102.2%
-138.1%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.7% | -3.8% | -4.0% |
| 7D | -1.8% | +3.0% | -4.8% | -3.9% |
| 30D | -10.8% | -5.2% | -5.6% | -7.7% |
| 3M | -30.2% | -8.0% | -22.1% | -26.4% |
| 6M | -22.3% | +9.2% | -31.5% | -28.5% |
| YTD | -52.2% | +41.0% | -93.2% | -64.1% |
| 1Y | -45.1% | +23.3% | -68.4% | -54.8% |
| All | -35.9% | +102.2% | -138.1% | -78.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling