-35.9%
RUN vs IAG
+817.0%
-852.8%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.1% | -6.7% | -5.1% |
| 7D | -1.8% | +1.7% | -3.5% | -2.3% |
| 30D | -10.8% | +11.4% | -22.3% | -13.3% |
| 3M | -30.2% | +33.0% | -63.2% | -35.3% |
| 6M | -22.3% | -6.0% | -16.3% | -22.6% |
| YTD | -52.2% | +24.6% | -76.7% | -55.5% |
| 1Y | -45.1% | +105.0% | -150.1% | -54.1% |
| All | -35.9% | +817.0% | -852.8% | -74.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling