+65.5%
IWF vs RUN
-7.3%
+72.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.2% |
| 7D | +2.8% | -13.5% | +16.3% | +3.5% |
| 30D | -7.5% | +18.3% | -25.8% | -8.5% |
| 3M | -8.5% | -12.5% | +4.0% | -8.1% |
| 6M | -7.4% | -40.3% | +32.9% | -5.5% |
| YTD | -2.6% | -53.1% | +50.5% | -0.4% |
| 1Y | -1.8% | -54.3% | +52.4% | +0.5% |
| 3Y | +65.5% | -6.5% | +72.0% | +56.5% |
| All | +65.5% | -7.3% | +72.8% | +56.5% |
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 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