+151.9%
IWM vs RUN
+74.1%
+77.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.1% | -3.2% | +0.3% |
| 7D | -0.3% | +3.2% | -3.5% | -1.1% |
| 30D | +1.9% | +19.5% | -17.6% | -1.2% |
| 3M | -5.7% | -9.6% | +3.9% | -5.1% |
| 6M | -0.3% | -37.3% | +37.0% | +5.0% |
| YTD | +15.8% | -50.7% | +66.5% | +23.1% |
| 1Y | +17.1% | -54.1% | +71.2% | +25.4% |
| 3Y | +73.1% | -3.9% | +77.0% | +37.5% |
| 5Y | +25.9% | -84.4% | +110.3% | +26.7% |
| 10Y | +151.9% | +77.5% | +74.4% | +44.2% |
| All | +151.9% | +74.1% | +77.8% | +44.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling