+32.8%
IWD vs UMAC
+2.9%
+29.9%
-6.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -10.9% | +13.5% | +2.8% |
| 7D | +2.5% | -26.0% | +28.6% | +3.1% |
| 30D | +6.0% | -40.3% | +46.3% | +6.9% |
| 3M | +3.8% | -51.1% | +54.9% | +4.9% |
| 6M | +16.3% | -5.6% | +22.0% | +15.3% |
| YTD | +27.5% | +2.3% | +25.2% | +24.4% |
| 1Y | +32.8% | +7.9% | +24.9% | +29.3% |
| All | +32.8% | +2.9% | +29.9% | +29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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