+432.3%
IWF vs RUN
-31.9%
+464.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | +0.5% | +1.3% | -0.7% | +0.4% |
| 30D | -0.4% | -15.3% | +14.9% | +1.1% |
| 3M | -2.6% | -40.0% | +37.4% | +2.1% |
| 6M | +9.1% | -27.0% | +36.1% | +11.6% |
| YTD | +4.5% | -51.7% | +56.2% | +9.9% |
| 1Y | +10.1% | -45.9% | +56.0% | +13.5% |
| 3Y | +77.6% | -43.8% | +121.4% | +61.1% |
| 5Y | +73.7% | -80.5% | +154.2% | +68.5% |
| 10Y | +411.5% | +45.3% | +366.3% | +278.7% |
| All | +432.3% | -31.9% | +464.2% | +301.1% |
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