+20.7%
IWM vs RUN
-82.8%
+103.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.9% |
| 7D | -2.0% | +33.4% | -35.4% | -5.6% |
| 30D | -1.5% | +31.1% | -32.6% | -4.9% |
| 3M | -8.0% | +6.4% | -14.4% | -9.2% |
| 6M | -4.1% | -22.2% | +18.1% | -2.4% |
| YTD | +11.9% | -45.8% | +57.7% | +16.6% |
| 1Y | +15.0% | -51.1% | +66.1% | +20.7% |
| 3Y | +64.2% | -3.0% | +67.2% | +34.3% |
| All | +20.7% | -82.8% | +103.5% | +23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling