+84.3%
IWD vs RUN
-12.5%
+96.8%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -10.6% | +10.6% | +0.4% |
| 7D | +1.6% | +0.3% | +1.2% | +1.5% |
| 30D | +3.6% | +14.0% | -10.4% | +2.8% |
| 3M | +2.0% | -11.8% | +13.8% | +2.3% |
| 6M | +13.1% | -40.4% | +53.4% | +15.0% |
| YTD | +26.2% | -52.7% | +78.9% | +28.6% |
| 1Y | +29.6% | -52.5% | +82.1% | +31.9% |
| 3Y | +84.3% | -7.7% | +92.1% | +69.3% |
| All | +84.3% | -12.5% | +96.8% | +69.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling