+127.9%
UAL vs IWD
+72.9%
+55.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.0% | +4.8% | +2.9% |
| 7D | +10.2% | +1.3% | +8.9% | +7.9% |
| 30D | +12.0% | +3.6% | +8.4% | +5.1% |
| 3M | -7.1% | +2.3% | -9.4% | -10.7% |
| 6M | +20.9% | +13.0% | +7.8% | -3.8% |
| YTD | +7.7% | +26.2% | -18.5% | -29.5% |
| 1Y | +23.6% | +30.5% | -6.9% | -24.0% |
| 3Y | +222.6% | +86.2% | +136.4% | +13.3% |
| 5Y | +127.9% | +72.9% | +55.1% | -4.1% |
| All | +127.9% | +72.9% | +55.0% | -4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling