+76.6%
IWF vs RUN
-37.3%
+113.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.6% | +4.1% | -0.2% |
| 7D | +0.5% | -1.8% | +2.3% | +0.6% |
| 30D | -1.4% | -10.8% | +9.5% | -0.8% |
| 3M | +0.4% | -30.2% | +30.6% | +2.1% |
| 6M | +8.5% | -22.3% | +30.8% | +9.5% |
| YTD | +3.7% | -52.2% | +55.9% | +6.3% |
| 1Y | +8.5% | -45.1% | +53.6% | +10.3% |
| All | +76.6% | -37.3% | +113.9% | +68.0% |
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