+66.0%
IWM vs RUN
-35.6%
+101.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.7% | -4.2% | -0.8% |
| 7D | +1.4% | +10.2% | -8.7% | +0.5% |
| 30D | -2.3% | -9.6% | +7.3% | -1.5% |
| 3M | +4.0% | -31.5% | +35.5% | +7.1% |
| 6M | +17.9% | -18.7% | +36.6% | +19.2% |
| YTD | +20.2% | -49.9% | +70.1% | +25.2% |
| 1Y | +25.0% | -45.5% | +70.5% | +28.6% |
| 3Y | +66.0% | -34.1% | +100.1% | +47.2% |
| All | +66.0% | -35.6% | +101.6% | +47.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling