+255.6%
UAL vs IWF
+987.9%
-732.3%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.3% | +0.8% | +0.3% |
| 7D | +8.2% | -5.0% | +13.1% | +15.5% |
| 30D | +2.3% | -13.2% | +15.5% | +23.5% |
| 3M | -12.7% | -9.4% | -3.3% | -0.5% |
| 6M | +12.7% | -8.6% | +21.3% | +26.6% |
| YTD | +0.8% | -5.3% | +6.1% | +8.8% |
| 1Y | +17.8% | -5.0% | +22.8% | +26.4% |
| 3Y | +206.7% | +64.6% | +142.1% | +57.6% |
| 5Y | +113.9% | +50.8% | +63.1% | +22.9% |
| 10Y | +97.0% | +385.7% | -288.7% | -82.1% |
| All | +255.6% | +987.9% | -732.3% | -90.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling