-39.6%
RUN vs IRM
-9.9%
-29.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +1.9% | -8.0% | -6.4% |
| 7D | -13.7% | +8.6% | -22.3% | -15.2% |
| 30D | +9.4% | 0.0% | +9.4% | +7.4% |
| 3M | -13.4% | -7.1% | -6.3% | -11.0% |
| 6M | -39.6% | -7.9% | -31.7% | -40.0% |
| All | -39.6% | -9.9% | -29.7% | -40.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling