+64.6%
IWF vs URA
+36.0%
+28.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.4% | -3.1% | +0.2% |
| 7D | -5.0% | -4.1% | -0.9% | -4.0% |
| 30D | -13.2% | -19.0% | +5.8% | -8.7% |
| 3M | -9.4% | -25.1% | +15.7% | -3.3% |
| 6M | -8.6% | -44.5% | +35.9% | +4.1% |
| YTD | -5.3% | -24.3% | +19.0% | -1.3% |
| 1Y | -5.0% | -28.1% | +23.1% | 0.0% |
| 3Y | +64.6% | +40.7% | +24.0% | +40.7% |
| All | +64.6% | +36.0% | +28.7% | +40.7% |
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