+171.7%
IWM vs RUN
+43.6%
+128.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.6% | +3.2% | -0.7% |
| 7D | -1.1% | -1.8% | +0.6% | -0.9% |
| 30D | -3.1% | -10.8% | +7.7% | -1.6% |
| 3M | +2.2% | -30.2% | +32.4% | +6.9% |
| 6M | +15.1% | -22.3% | +37.4% | +17.6% |
| YTD | +18.6% | -52.2% | +70.7% | +27.5% |
| 1Y | +24.0% | -45.1% | +69.1% | +29.3% |
| 3Y | +63.7% | -37.1% | +100.8% | +40.1% |
| 5Y | +38.2% | -80.3% | +118.5% | +32.9% |
| 10Y | +171.7% | +45.2% | +126.5% | +58.9% |
| All | +171.7% | +43.6% | +128.1% | +58.9% |
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 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