+58.6%
IWD vs UMAC
+488.3%
-429.6%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +3.0% | -0.2% |
| 7D | -2.3% | -4.0% | +1.7% | -2.3% |
| 30D | -1.8% | -9.4% | +7.6% | -1.7% |
| 3M | +8.0% | +3.0% | +5.1% | +7.6% |
| 6M | +17.0% | +27.2% | -10.2% | +15.4% |
| YTD | +21.3% | +84.7% | -63.4% | +18.6% |
| 1Y | +27.9% | +136.5% | -108.5% | +24.2% |
| All | +58.6% | +488.3% | -429.6% | +48.8% |
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