+18.0%
UAL vs IWD
+12.7%
+5.2%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.6% | -1.9% | +1.4% |
| 7D | +5.0% | -0.9% | +5.9% | +7.3% |
| 30D | -1.2% | +2.6% | -3.9% | -6.5% |
| 3M | -16.8% | +1.2% | -18.0% | -18.8% |
| 6M | +18.0% | +12.1% | +5.8% | -12.5% |
| All | +18.0% | +12.7% | +5.2% | -12.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling