+164.8%
IWM vs RUN
-33.3%
+198.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -10.6% | +9.9% | +0.7% |
| 7D | +0.3% | +0.3% | -0.1% | 0.0% |
| 30D | +0.6% | +14.0% | -13.4% | -1.7% |
| 3M | -6.2% | -11.8% | +5.5% | -5.4% |
| 6M | -0.8% | -40.4% | +39.6% | +4.8% |
| YTD | +14.8% | -52.7% | +67.4% | +22.2% |
| 1Y | +16.1% | -52.5% | +68.7% | +23.3% |
| 3Y | +71.5% | -7.7% | +79.3% | +40.9% |
| 5Y | +25.8% | -83.9% | +109.6% | +24.7% |
| 10Y | +155.4% | +84.9% | +70.5% | +72.1% |
| All | +164.8% | -33.3% | +198.1% | +83.6% |
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 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