+101.1%
UAL vs IWF
+377.5%
-276.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +1.1% |
| 7D | +12.5% | -2.9% | +15.4% | +16.2% |
| 30D | +12.2% | -10.9% | +23.0% | +27.4% |
| 3M | -2.6% | -8.1% | +5.5% | +7.0% |
| 6M | +21.1% | -7.5% | +28.6% | +32.1% |
| YTD | +7.8% | -3.4% | +11.2% | +12.8% |
| 1Y | +25.4% | -5.0% | +30.4% | +33.7% |
| 3Y | +217.3% | +64.0% | +153.3% | +91.4% |
| 5Y | +132.9% | +56.8% | +76.1% | +47.9% |
| 10Y | +101.1% | +381.2% | -280.1% | -67.6% |
| All | +101.1% | +377.5% | -276.3% | -67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 10y: compounded portfolio wealth divided by compounded IWF 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…
10y analysis · Full analysis span regression · 6 months rolling