+103.9%
UL vs IWD
+205.2%
-101.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.5% | -1.3% |
| 7D | -1.7% | -0.6% | -1.1% | -1.5% |
| 30D | +4.5% | +3.6% | +0.9% | +2.5% |
| 3M | +5.5% | +2.7% | +2.8% | +4.0% |
| 6M | +17.0% | +13.2% | +3.8% | +9.6% |
| YTD | +3.2% | +26.8% | -23.6% | -8.9% |
| 1Y | -1.9% | +29.3% | -31.1% | -14.3% |
| 3Y | +33.6% | +85.1% | -51.6% | -4.9% |
| 5Y | +31.5% | +74.2% | -42.7% | -3.8% |
| 10Y | +103.9% | +204.6% | -100.7% | +6.5% |
| All | +103.9% | +205.2% | -101.3% | +6.5% |
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