+116.5%
UAL vs IWD
+72.9%
+43.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -2.0% | -2.2% |
| 7D | -3.0% | +2.3% | -5.3% | -7.1% |
| 30D | +10.5% | +3.6% | +6.9% | +3.7% |
| 3M | -13.5% | +2.2% | -15.6% | -16.5% |
| 6M | +14.2% | +13.0% | +1.3% | -8.9% |
| YTD | -2.2% | +26.5% | -28.8% | -36.4% |
| 1Y | +12.5% | +30.1% | -17.6% | -30.5% |
| 3Y | +186.8% | +84.9% | +102.0% | +1.9% |
| All | +116.5% | +72.9% | +43.6% | -9.1% |
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