-19.9%
RUN vs IRM
+603.1%
-622.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.8% |
| 7D | -13.5% | +6.8% | -20.3% | -17.3% |
| 30D | +18.3% | +2.6% | +15.7% | +14.2% |
| 3M | -12.5% | -9.5% | -3.0% | -8.4% |
| 6M | -40.3% | -8.5% | -31.8% | -38.0% |
| YTD | -53.1% | +40.3% | -93.4% | -64.0% |
| 1Y | -54.3% | +28.7% | -82.9% | -62.7% |
| 3Y | -6.5% | +111.8% | -118.3% | -46.7% |
| 5Y | -85.3% | +189.1% | -274.4% | -92.7% |
| 10Y | +68.9% | +519.8% | -450.9% | -44.3% |
| All | -19.9% | +603.1% | -622.9% | -75.2% |
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