+279.7%
UAL vs IWF
+1,019.6%
-739.9%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.9% | +3.9% | +2.8% |
| 7D | +10.2% | -1.0% | +11.2% | +11.6% |
| 30D | +12.0% | -10.1% | +22.1% | +29.0% |
| 3M | -7.1% | -7.6% | +0.5% | +3.2% |
| 6M | +20.9% | -6.7% | +27.6% | +32.4% |
| YTD | +7.7% | -2.5% | +10.2% | +11.9% |
| 1Y | +23.6% | -2.1% | +25.6% | +27.5% |
| 3Y | +222.6% | +68.6% | +153.9% | +60.6% |
| 5Y | +127.9% | +55.8% | +72.1% | +25.4% |
| 10Y | +100.2% | +383.3% | -283.1% | -81.5% |
| All | +279.7% | +1,019.6% | -739.9% | -89.8% |
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 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