+73.3%
RUN vs IAG
+389.3%
-316.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +1.1% |
| 7D | -13.5% | -7.7% | -5.9% | -12.1% |
| 30D | +18.3% | +1.6% | +16.7% | +17.7% |
| 3M | -12.5% | -2.4% | -10.1% | -12.2% |
| 6M | -40.3% | -7.8% | -32.5% | -39.8% |
| YTD | -53.1% | +5.0% | -58.1% | -54.4% |
| 1Y | -54.3% | +25.7% | -80.0% | -56.9% |
| 3Y | -6.5% | +694.5% | -701.0% | -40.8% |
| 5Y | -85.3% | +421.7% | -507.0% | -90.7% |
| All | +73.3% | +389.3% | -316.0% | +8.4% |
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