+396.0%
IWF vs RUN
-33.9%
+429.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.2% |
| 7D | +2.8% | -13.5% | +16.3% | +4.2% |
| 30D | -7.5% | +18.3% | -25.8% | -9.5% |
| 3M | -8.5% | -12.5% | +4.0% | -7.8% |
| 6M | -7.4% | -40.3% | +32.9% | -3.5% |
| YTD | -2.6% | -53.1% | +50.5% | +2.1% |
| 1Y | -1.8% | -54.3% | +52.4% | +3.0% |
| 3Y | +65.5% | -6.5% | +72.0% | +40.6% |
| 5Y | +55.8% | -85.3% | +141.1% | +55.9% |
| 10Y | +384.9% | +68.9% | +316.0% | +256.2% |
| All | +396.0% | -33.9% | +429.9% | +272.9% |
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