+65.1%
IWD vs UMAC
+195.7%
-130.7%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.5% | +6.1% | -0.3% |
| 7D | +1.7% | +10.1% | -8.5% | +1.5% |
| 30D | +3.2% | -39.1% | +42.4% | +4.0% |
| 3M | +2.3% | -56.2% | +58.5% | +3.5% |
| 6M | +12.9% | -16.2% | +29.2% | +12.4% |
| YTD | +26.2% | -7.1% | +33.4% | +24.7% |
| 1Y | +28.3% | +10.3% | +18.0% | +26.2% |
| All | +65.1% | +195.7% | -130.7% | +56.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling