+73.8%
IWF vs URA
+131.0%
-57.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.1% | -3.4% | -1.1% |
| 7D | +1.5% | +8.1% | -6.6% | -0.6% |
| 30D | -1.3% | +5.8% | -7.0% | -2.9% |
| 3M | +0.1% | +3.4% | -3.3% | -1.2% |
| 6M | +10.3% | -2.6% | +12.9% | +9.6% |
| YTD | +4.2% | +11.2% | -7.0% | -1.2% |
| 1Y | +9.3% | +19.8% | -10.5% | +0.3% |
| 3Y | +79.3% | +121.5% | -42.1% | +32.4% |
| 5Y | +73.8% | +134.5% | -60.7% | +21.4% |
| All | +73.8% | +131.0% | -57.2% | +21.4% |
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