+11.3%
UAL vs IWF
-3.5%
+14.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.4% | -5.6% | -5.5% |
| 7D | +0.7% | +5.3% | -4.6% | -5.7% |
| 30D | +7.8% | -8.6% | +16.4% | +21.4% |
| 3M | -11.1% | -6.5% | -4.6% | -2.8% |
| 6M | +16.1% | -5.6% | +21.7% | +25.0% |
| YTD | -0.5% | -1.5% | +1.0% | -2.6% |
| 1Y | +11.3% | -2.8% | +14.1% | +11.1% |
| All | +11.3% | -3.5% | +14.8% | +11.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling