-17.5%
RUN vs IAG
+1,373.4%
-1,390.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.7% | -0.1% |
| 7D | +1.3% | -0.5% | +1.8% | +1.3% |
| 30D | -15.3% | +28.9% | -44.1% | -18.4% |
| 3M | -40.0% | +19.1% | -59.2% | -41.8% |
| 6M | -27.0% | -10.3% | -16.7% | -26.4% |
| YTD | -51.7% | +24.2% | -75.9% | -53.8% |
| 1Y | -45.9% | +116.5% | -162.4% | -52.1% |
| 3Y | -43.8% | +742.8% | -786.6% | -60.3% |
| 5Y | -80.5% | +753.3% | -833.8% | -86.9% |
| 10Y | +45.3% | +403.2% | -357.9% | -0.9% |
| All | -17.5% | +1,373.4% | -1,390.8% | -43.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling