-20.9%
RUN vs IRM
+608.2%
-629.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +1.9% | -8.0% | -7.3% |
| 7D | -13.7% | +8.6% | -22.3% | -18.3% |
| 30D | +9.4% | 0.0% | +9.4% | +7.5% |
| 3M | -13.4% | -7.1% | -6.3% | -10.9% |
| 6M | -39.6% | -7.9% | -31.7% | -37.5% |
| YTD | -53.7% | +41.3% | -95.0% | -64.6% |
| 1Y | -56.2% | +20.7% | -76.9% | -62.7% |
| 3Y | -9.7% | +112.2% | -121.9% | -48.6% |
| 5Y | -85.5% | +191.2% | -276.7% | -92.8% |
| 10Y | +66.7% | +524.3% | -457.6% | -45.3% |
| All | -20.9% | +608.2% | -629.1% | -75.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling