+73.6%
IWD vs RUN
-80.3%
+153.9%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.7% | -4.5% | -1.0% |
| 7D | -0.2% | +10.2% | -10.3% | -0.8% |
| 30D | -0.8% | -9.6% | +8.8% | -0.2% |
| 3M | +8.0% | -31.5% | +39.5% | +10.2% |
| 6M | +18.2% | -18.7% | +36.9% | +18.9% |
| YTD | +22.3% | -49.9% | +72.2% | +25.7% |
| 1Y | +28.9% | -45.5% | +74.4% | +31.1% |
| 3Y | +71.5% | -34.1% | +105.6% | +58.6% |
| 5Y | +73.6% | -79.4% | +153.0% | +67.7% |
| All | +73.6% | -80.3% | +153.9% | +67.7% |
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