+0.8%
UL vs IWD
+28.9%
-28.1%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +0.9% |
| 7D | +1.1% | +2.3% | -1.2% | -0.2% |
| 30D | +4.5% | +3.6% | +0.9% | +2.1% |
| 3M | +6.5% | +2.2% | +4.3% | +4.8% |
| 6M | +18.2% | +13.0% | +5.2% | +10.1% |
| YTD | +4.7% | +26.5% | -21.8% | -7.7% |
| 1Y | +0.8% | +30.1% | -29.4% | -13.0% |
| All | +0.8% | +28.9% | -28.1% | -13.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling