+251.3%
UAL vs IWD
+475.4%
-224.1%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.7% | +3.2% | +3.6% |
| 7D | +0.7% | -0.3% | +1.0% | +1.2% |
| 30D | -16.1% | +0.6% | -16.7% | -16.9% |
| 3M | +6.1% | +7.2% | -1.1% | -5.0% |
| 6M | +10.8% | +16.2% | -5.4% | -12.1% |
| YTD | -0.4% | +23.3% | -23.7% | -28.0% |
| 1Y | +5.0% | +29.6% | -24.5% | -29.5% |
| 3Y | +124.0% | +70.5% | +53.6% | +2.1% |
| 5Y | +141.0% | +73.5% | +67.5% | +10.2% |
| 10Y | +118.0% | +198.3% | -80.3% | -51.9% |
| All | +251.3% | +475.4% | -224.1% | -65.6% |
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 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