+381.2%
IWF vs URA
+289.1%
+92.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.5% | -0.5% | +1.3% |
| 7D | -2.9% | +0.3% | -3.2% | -3.0% |
| 30D | -10.9% | -14.8% | +3.9% | -6.8% |
| 3M | -8.1% | -25.3% | +17.2% | -0.8% |
| 6M | -7.5% | -39.9% | +32.4% | +5.4% |
| YTD | -3.4% | -22.4% | +19.0% | +0.8% |
| 1Y | -5.0% | -29.0% | +24.0% | +1.4% |
| 3Y | +64.0% | +41.0% | +23.0% | +36.9% |
| 5Y | +56.8% | +38.3% | +18.4% | +26.4% |
| 10Y | +381.2% | +276.1% | +105.1% | +147.1% |
| All | +381.2% | +289.1% | +92.1% | +147.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling