+82.2%
UBER vs IWF
+237.1%
-154.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.2% | -0.2% |
| 7D | -3.9% | +0.5% | -4.4% | -4.5% |
| 30D | +11.1% | -0.4% | +11.5% | +11.3% |
| 3M | +4.9% | -2.6% | +7.5% | +6.9% |
| 6M | -1.2% | +9.1% | -10.3% | -11.6% |
| YTD | -7.3% | +4.5% | -11.8% | -13.1% |
| 1Y | -17.6% | +10.1% | -27.7% | -27.2% |
| 3Y | +61.1% | +77.6% | -16.6% | -20.6% |
| 5Y | +87.9% | +73.7% | +14.2% | -2.8% |
| All | +82.2% | +237.1% | -154.8% | -56.6% |
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 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