-81.4%
RUN vs IAG
+820.9%
-902.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.7% | -1.0% |
| 7D | -3.7% | -1.1% | -2.6% | -3.5% |
| 30D | -13.0% | +12.1% | -25.1% | -15.4% |
| 3M | -31.8% | +25.5% | -57.3% | -35.8% |
| 6M | -32.2% | -7.1% | -25.1% | -32.1% |
| YTD | -53.5% | +22.9% | -76.3% | -56.6% |
| 1Y | -46.5% | +83.3% | -129.9% | -54.3% |
| 3Y | -37.6% | +808.5% | -846.1% | -66.3% |
| All | -81.4% | +820.9% | -902.3% | -91.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling