+387.1%
IWD vs UUUU
-92.0%
+479.1%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.7% |
| 7D | -0.3% | -1.4% | +1.1% | -0.2% |
| 30D | +0.6% | +16.3% | -15.7% | -0.4% |
| 3M | +7.2% | -16.7% | +23.9% | +8.0% |
| 6M | +16.2% | -33.7% | +49.9% | +18.1% |
| YTD | +23.3% | -0.5% | +23.8% | +21.6% |
| 1Y | +29.6% | +28.9% | +0.7% | +24.6% |
| 3Y | +70.5% | +99.9% | -29.4% | +56.0% |
| 5Y | +73.5% | +135.3% | -61.8% | +53.7% |
| 10Y | +198.3% | +518.4% | -320.1% | +136.0% |
| All | +387.1% | -92.0% | +479.1% | +286.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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