+99.3%
UL vs IWD
+212.1%
-112.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.1% | -0.1% |
| 7D | +0.3% | +1.3% | -1.0% | -0.4% |
| 30D | +7.0% | +3.6% | +3.4% | +5.0% |
| 3M | +5.8% | +2.3% | +3.5% | +4.5% |
| 6M | +16.1% | +13.0% | +3.1% | +8.8% |
| YTD | +4.5% | +26.2% | -21.7% | -7.5% |
| 1Y | -1.3% | +30.5% | -31.7% | -14.1% |
| 3Y | +35.0% | +86.2% | -51.3% | -4.1% |
| 5Y | +31.9% | +72.9% | -41.0% | -3.0% |
| 10Y | +99.3% | +205.0% | -105.8% | +7.5% |
| All | +99.3% | +212.1% | -112.8% | +7.5% |
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