+414.0%
IGV vs RUN
-31.9%
+446.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.2% |
| 7D | -4.5% | +1.3% | -5.8% | -4.7% |
| 30D | +3.2% | -15.3% | +18.5% | +5.0% |
| 3M | +4.5% | -40.0% | +44.5% | +10.4% |
| 6M | +22.1% | -27.0% | +49.1% | +25.1% |
| YTD | -1.0% | -51.7% | +50.6% | +5.0% |
| 1Y | -2.1% | -45.9% | +43.8% | +1.4% |
| 3Y | +44.6% | -43.8% | +88.3% | +27.9% |
| 5Y | +22.2% | -80.5% | +102.6% | +18.0% |
| 10Y | +364.7% | +45.3% | +319.5% | +231.9% |
| All | +414.0% | -31.9% | +446.0% | +275.6% |
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 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