+73.4%
IWD vs RUN
-84.0%
+157.4%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -10.6% | +10.6% | +0.7% |
| 7D | +1.6% | +0.3% | +1.2% | +1.4% |
| 30D | +3.6% | +14.0% | -10.4% | +2.5% |
| 3M | +2.0% | -11.8% | +13.8% | +2.5% |
| 6M | +13.1% | -40.4% | +53.4% | +15.9% |
| YTD | +26.2% | -52.7% | +78.9% | +29.8% |
| 1Y | +29.6% | -52.5% | +82.1% | +33.0% |
| 3Y | +84.3% | -7.7% | +92.1% | +64.9% |
| 5Y | +73.4% | -83.9% | +157.3% | +72.5% |
| All | +73.4% | -84.0% | +157.4% | +72.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling