+248.5%
UAL vs IWD
+479.2%
-230.7%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.6% | -1.9% | -0.3% |
| 7D | +5.0% | -0.9% | +5.9% | +6.9% |
| 30D | -1.2% | +2.6% | -3.9% | -5.0% |
| 3M | -16.8% | +1.2% | -18.0% | -18.1% |
| 6M | +18.0% | +12.1% | +5.8% | -1.2% |
| YTD | -1.2% | +24.1% | -25.3% | -29.0% |
| 1Y | +14.3% | +28.5% | -14.2% | -22.2% |
| 3Y | +194.6% | +79.5% | +115.1% | +24.0% |
| 5Y | +109.6% | +70.3% | +39.3% | -0.9% |
| 10Y | +93.1% | +212.5% | -119.5% | -60.2% |
| All | +248.5% | +479.2% | -230.7% | -66.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling