+18.4%
IWM vs RUN
-55.1%
+73.5%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.5% |
| 7D | +1.4% | -13.5% | +14.9% | +2.9% |
| 30D | +2.3% | +18.3% | -16.0% | -0.3% |
| 3M | -8.3% | -12.5% | +4.2% | -7.5% |
| 6M | -1.3% | -40.3% | +39.0% | +3.4% |
| YTD | +13.5% | -53.1% | +66.6% | +18.5% |
| 1Y | +18.4% | -54.3% | +72.7% | +24.0% |
| All | +18.4% | -55.1% | +73.5% | +24.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling