-17.5%
RUN vs IRM
+616.7%
-634.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.1% | -1.5% |
| 7D | +1.3% | -0.5% | +1.7% | +1.4% |
| 30D | -15.3% | -8.1% | -7.2% | -10.5% |
| 3M | -40.0% | -9.7% | -30.3% | -36.1% |
| 6M | -27.0% | +10.0% | -36.9% | -32.3% |
| YTD | -51.7% | +43.0% | -94.7% | -62.7% |
| 1Y | -45.9% | +32.7% | -78.6% | -56.5% |
| 3Y | -43.8% | +102.7% | -146.5% | -66.2% |
| 5Y | -80.5% | +187.6% | -268.0% | -90.2% |
| 10Y | +45.3% | +420.1% | -374.8% | -48.9% |
| All | -17.5% | +616.7% | -634.2% | -74.4% |
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