+117.8%
UAL vs IWD
+197.9%
-80.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.7% | +3.2% | +3.7% |
| 7D | +0.7% | -0.3% | +1.0% | +1.2% |
| 30D | -16.1% | +0.6% | -16.7% | -17.0% |
| 3M | +6.1% | +7.2% | -1.1% | -5.8% |
| 6M | +10.8% | +16.2% | -5.4% | -13.7% |
| YTD | -0.4% | +23.3% | -23.7% | -29.7% |
| 1Y | +5.0% | +29.6% | -24.5% | -31.6% |
| 3Y | +124.0% | +70.5% | +53.6% | -3.1% |
| 5Y | +141.0% | +73.5% | +67.5% | +4.3% |
| All | +117.8% | +197.9% | -80.1% | -52.9% |
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