+73.6%
IWF vs RUN
-80.3%
+153.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.6% | +4.1% | 0.0% |
| 7D | +0.5% | -1.8% | +2.3% | +0.7% |
| 30D | -1.4% | -10.8% | +9.5% | -0.5% |
| 3M | +0.4% | -30.2% | +30.6% | +3.3% |
| 6M | +8.5% | -22.3% | +30.8% | +10.0% |
| YTD | +3.7% | -52.2% | +55.9% | +8.4% |
| 1Y | +8.5% | -45.1% | +53.6% | +11.4% |
| 3Y | +78.5% | -37.1% | +115.6% | +59.9% |
| 5Y | +73.6% | -80.3% | +153.9% | +70.4% |
| All | +73.6% | -80.3% | +153.9% | +70.4% |
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 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