+178.6%
IWM vs RUN
-31.9%
+210.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.3% |
| 7D | +0.1% | +1.3% | -1.2% | -0.1% |
| 30D | -1.3% | -15.3% | +14.0% | +0.7% |
| 3M | +1.6% | -40.0% | +41.6% | +8.0% |
| 6M | +13.6% | -27.0% | +40.5% | +16.9% |
| YTD | +20.8% | -51.7% | +72.4% | +29.1% |
| 1Y | +26.4% | -45.9% | +72.3% | +31.7% |
| 3Y | +60.7% | -43.8% | +104.5% | +42.6% |
| 5Y | +38.2% | -80.5% | +118.7% | +33.5% |
| 10Y | +169.5% | +45.3% | +124.2% | +84.6% |
| All | +178.6% | -31.9% | +210.5% | +93.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling