+21.2%
IGV vs RUN
-80.3%
+101.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.6% | +3.7% | -0.3% |
| 7D | -1.5% | -1.8% | +0.2% | -1.4% |
| 30D | -3.0% | -10.8% | +7.8% | -2.0% |
| 3M | +9.6% | -30.2% | +39.7% | +13.2% |
| 6M | +16.1% | -22.3% | +38.5% | +17.9% |
| YTD | -3.6% | -52.2% | +48.5% | +1.8% |
| 1Y | -7.8% | -45.1% | +37.3% | -4.9% |
| 3Y | +40.0% | -37.1% | +77.1% | +20.7% |
| 5Y | +21.2% | -80.3% | +101.5% | +21.6% |
| All | +21.2% | -80.3% | +101.5% | +21.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling