+129.8%
UAL vs IWD
+70.7%
+59.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.7% | +3.2% | +4.0% |
| 7D | +0.7% | -0.3% | +1.0% | +1.3% |
| 30D | -16.1% | +0.6% | -16.7% | -17.3% |
| 3M | +6.1% | +7.2% | -1.1% | -9.3% |
| 6M | +10.8% | +16.2% | -5.4% | -20.4% |
| YTD | -0.4% | +23.3% | -23.7% | -36.9% |
| 1Y | +5.0% | +29.6% | -24.5% | -40.0% |
| All | +129.8% | +70.7% | +59.1% | -22.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling