+398.7%
IGV vs RUN
-34.8%
+433.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.1% | +5.3% | 0.0% |
| 7D | +2.5% | -13.7% | +16.1% | +4.1% |
| 30D | -8.6% | +9.4% | -18.0% | -10.0% |
| 3M | -1.6% | -13.4% | +11.8% | -0.6% |
| 6M | +13.4% | -39.6% | +53.0% | +18.8% |
| YTD | -4.0% | -53.7% | +49.7% | +1.7% |
| 1Y | -7.6% | -56.2% | +48.5% | -1.7% |
| 3Y | +39.3% | -9.7% | +49.0% | +14.4% |
| 5Y | +14.5% | -85.5% | +100.0% | +14.8% |
| 10Y | +358.7% | +66.7% | +292.0% | +225.1% |
| All | +398.7% | -34.8% | +433.5% | +263.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling