+65.5%
IWD vs UMAC
+182.0%
-116.5%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.6% | +4.9% | +0.3% |
| 7D | +2.3% | -5.2% | +7.5% | +2.4% |
| 30D | +3.6% | -36.4% | +40.0% | +4.3% |
| 3M | +2.2% | -58.6% | +60.7% | +3.5% |
| 6M | +13.0% | -24.6% | +37.6% | +12.6% |
| YTD | +26.5% | -11.5% | +38.0% | +25.1% |
| 1Y | +30.1% | +16.9% | +13.2% | +27.9% |
| All | +65.5% | +182.0% | -116.5% | +57.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling