+72.4%
IWD vs URA
+114.7%
-42.3%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.8% |
| 7D | -0.3% | +1.1% | -1.3% | -0.4% |
| 30D | +0.6% | +7.4% | -6.8% | -0.4% |
| 3M | +7.2% | -8.4% | +15.6% | +8.1% |
| 6M | +16.2% | -12.7% | +28.9% | +17.3% |
| YTD | +23.3% | +7.8% | +15.5% | +20.7% |
| 1Y | +29.6% | +19.5% | +10.1% | +24.0% |
| All | +72.4% | +114.7% | -42.3% | +45.9% |
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