+490.1%
IWD vs URA
-50.4%
+540.6%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.5% | -0.5% | +1.4% |
| 7D | +1.6% | +0.3% | +1.3% | +1.5% |
| 30D | +3.6% | -14.8% | +18.4% | +7.3% |
| 3M | +2.0% | -25.3% | +27.4% | +8.6% |
| 6M | +13.1% | -39.9% | +53.0% | +25.8% |
| YTD | +26.2% | -22.4% | +48.6% | +30.0% |
| 1Y | +29.6% | -29.0% | +58.5% | +36.0% |
| 3Y | +84.3% | +41.0% | +43.3% | +54.7% |
| 5Y | +73.4% | +38.3% | +35.1% | +40.9% |
| 10Y | +202.4% | +276.1% | -73.6% | +66.6% |
| All | +490.1% | -50.4% | +540.6% | +410.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling