+92.6%
UAL vs IWD
+207.5%
-114.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.7% |
| 7D | +8.2% | -0.5% | +8.6% | +9.3% |
| 30D | +2.3% | +2.7% | -0.3% | -2.0% |
| 3M | -12.7% | +0.9% | -13.6% | -13.7% |
| 6M | +12.7% | +10.5% | +2.2% | -4.7% |
| YTD | +0.8% | +23.7% | -22.9% | -29.0% |
| 1Y | +17.8% | +28.7% | -10.9% | -22.5% |
| 3Y | +206.7% | +79.7% | +127.0% | +21.4% |
| 5Y | +113.9% | +69.7% | +44.2% | -3.8% |
| All | +92.6% | +207.5% | -114.9% | -61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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