+204.6%
IWD vs RUN
+74.1%
+130.5%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.1% | -3.7% | +0.1% |
| 7D | -0.6% | +3.2% | -3.7% | -1.0% |
| 30D | +3.6% | +19.5% | -15.9% | +1.7% |
| 3M | +2.7% | -9.6% | +12.2% | +3.0% |
| 6M | +13.2% | -37.3% | +50.5% | +16.6% |
| YTD | +26.8% | -50.7% | +77.5% | +31.2% |
| 1Y | +29.3% | -54.1% | +83.3% | +34.4% |
| 3Y | +85.1% | -3.9% | +89.1% | +60.4% |
| 5Y | +74.2% | -84.4% | +158.6% | +74.4% |
| 10Y | +204.6% | +77.5% | +127.1% | +100.9% |
| All | +204.6% | +74.1% | +130.5% | +100.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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