+24.0%
IWM vs RUN
-48.0%
+72.0%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.6% | +3.2% | -0.8% |
| 7D | -1.1% | -1.8% | +0.6% | -0.9% |
| 30D | -3.1% | -10.8% | +7.7% | -1.9% |
| 3M | +2.2% | -30.2% | +32.4% | +6.0% |
| 6M | +15.1% | -22.3% | +37.4% | +17.5% |
| YTD | +18.6% | -52.2% | +70.7% | +24.8% |
| 1Y | +24.0% | -45.1% | +69.1% | +29.6% |
| All | +24.0% | -48.0% | +72.0% | +29.6% |
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