+39.1%
IGV vs RUN
-8.5%
+47.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.1% | +5.3% | -0.5% |
| 7D | +2.5% | -13.7% | +16.1% | +3.1% |
| 30D | -8.6% | +9.4% | -18.0% | -9.2% |
| 3M | -1.6% | -13.4% | +11.8% | -1.2% |
| 6M | +13.4% | -39.6% | +53.0% | +15.6% |
| YTD | -4.0% | -53.7% | +49.7% | -1.6% |
| 1Y | -7.6% | -56.2% | +48.5% | -5.2% |
| All | +39.1% | -8.5% | +47.6% | +28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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