+205.1%
IWD vs URA
+278.3%
-73.2%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.4% | -4.7% | -1.3% |
| 7D | -0.5% | -4.1% | +3.7% | +0.4% |
| 30D | +2.7% | -19.0% | +21.7% | +7.1% |
| 3M | +0.9% | -25.1% | +26.0% | +6.7% |
| 6M | +10.5% | -44.5% | +55.0% | +24.0% |
| YTD | +23.7% | -24.3% | +48.0% | +27.7% |
| 1Y | +28.7% | -28.1% | +56.8% | +34.0% |
| 3Y | +79.7% | +40.7% | +39.0% | +51.5% |
| 5Y | +69.7% | +35.5% | +34.2% | +39.2% |
| All | +205.1% | +278.3% | -73.2% | +63.2% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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