+41.5%
RUN vs IAG
+423.2%
-381.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.3% | -1.5% |
| 7D | -3.4% | -4.1% | +0.7% | -2.6% |
| 30D | -14.0% | +10.6% | -24.6% | -15.7% |
| 3M | -27.5% | +35.4% | -62.9% | -32.0% |
| 6M | -29.0% | -9.5% | -19.4% | -28.5% |
| YTD | -53.1% | +21.8% | -74.9% | -55.6% |
| 1Y | -46.7% | +84.1% | -130.9% | -53.3% |
| 3Y | -38.3% | +817.4% | -855.7% | -61.8% |
| 5Y | -80.7% | +830.1% | -910.8% | -88.8% |
| All | +41.5% | +423.2% | -381.7% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 10y: compounded portfolio wealth divided by compounded IAG 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…
10y analysis · Full analysis span regression · 6 months rolling