+73.2%
IWD vs URA
+25.6%
+47.6%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.5% |
| 7D | +2.3% | -1.5% | +3.8% | +2.5% |
| 30D | +3.6% | -10.4% | +14.0% | +5.4% |
| 3M | +2.2% | -29.6% | +31.8% | +7.9% |
| 6M | +13.0% | -40.3% | +53.2% | +22.3% |
| YTD | +26.5% | -25.5% | +52.0% | +30.0% |
| 1Y | +30.1% | -26.4% | +56.6% | +33.7% |
| 3Y | +84.9% | +31.4% | +53.4% | +60.8% |
| All | +73.2% | +25.6% | +47.6% | +44.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling