+84.9%
IWD vs URA
+35.4%
+49.5%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.4% |
| 7D | +2.3% | -1.5% | +3.8% | +2.4% |
| 30D | +3.6% | -10.4% | +14.0% | +4.8% |
| 3M | +2.2% | -29.6% | +31.8% | +6.2% |
| 6M | +13.0% | -40.3% | +53.2% | +19.5% |
| YTD | +26.5% | -25.5% | +52.0% | +29.2% |
| 1Y | +30.1% | -26.4% | +56.6% | +32.9% |
| 3Y | +84.9% | +31.4% | +53.4% | +66.9% |
| All | +84.9% | +35.4% | +49.5% | +66.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling