+66.7%
UL vs IWD
+195.2%
-128.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.6% |
| 7D | -1.3% | -0.2% | -1.1% | -1.2% |
| 30D | +0.9% | -0.8% | +1.7% | +1.3% |
| 3M | +14.2% | +8.0% | +6.2% | +9.7% |
| 6M | -3.2% | +18.2% | -21.4% | -11.3% |
| YTD | -0.3% | +22.3% | -22.7% | -10.3% |
| 1Y | -8.8% | +28.9% | -37.7% | -20.2% |
| 3Y | +23.9% | +71.5% | -47.7% | -8.1% |
| 5Y | +21.4% | +73.6% | -52.2% | -11.2% |
| 10Y | +66.7% | +194.7% | -128.0% | -11.7% |
| All | +66.7% | +195.2% | -128.5% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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