+219.0%
IWD vs RUN
-31.9%
+250.9%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.2% | -0.6% |
| 7D | -0.3% | +1.3% | -1.5% | -0.4% |
| 30D | +0.6% | -15.3% | +15.8% | +1.7% |
| 3M | +7.2% | -40.0% | +47.2% | +11.1% |
| 6M | +16.2% | -27.0% | +43.2% | +18.1% |
| YTD | +23.3% | -51.7% | +75.0% | +28.1% |
| 1Y | +29.6% | -45.9% | +75.5% | +32.4% |
| 3Y | +70.5% | -43.8% | +114.2% | +57.9% |
| 5Y | +73.5% | -80.5% | +154.0% | +68.6% |
| 10Y | +198.3% | +45.3% | +153.1% | +122.8% |
| All | +219.0% | -31.9% | +250.9% | +141.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling