+73.7%
UAL vs IWD
+203.0%
-129.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -2.0% | -2.1% |
| 7D | -3.0% | +2.3% | -5.3% | -6.7% |
| 30D | +10.5% | +3.6% | +6.9% | +4.3% |
| 3M | -13.5% | +2.2% | -15.6% | -16.2% |
| 6M | +14.2% | +13.0% | +1.3% | -6.9% |
| YTD | -2.2% | +26.5% | -28.8% | -33.8% |
| 1Y | +12.5% | +30.1% | -17.6% | -27.3% |
| 3Y | +186.8% | +84.9% | +102.0% | +8.2% |
| 5Y | +119.4% | +73.4% | +46.0% | -4.9% |
| All | +73.7% | +203.0% | -129.4% | -66.3% |
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