+99.1%
UAL vs IWF
+409.9%
-310.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.5% | -2.5% |
| 7D | +3.5% | +1.5% | +2.0% | +1.8% |
| 30D | -16.5% | -1.3% | -15.2% | -15.2% |
| 3M | +2.8% | +0.1% | +2.7% | +2.6% |
| 6M | +17.6% | +10.3% | +7.3% | +5.9% |
| YTD | -3.2% | +4.2% | -7.4% | -6.8% |
| 1Y | +0.4% | +9.3% | -8.9% | -8.4% |
| 3Y | +128.2% | +79.3% | +48.8% | +24.7% |
| 5Y | +137.7% | +73.8% | +64.0% | +34.6% |
| 10Y | +99.1% | +410.9% | -311.8% | -67.8% |
| All | +99.1% | +409.9% | -310.8% | -67.8% |
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