+36.0%
UL vs IWD
+78.7%
-42.7%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.2% | -2.4% |
| 7D | +1.1% | -0.5% | +1.6% | +1.3% |
| 30D | +8.2% | +2.7% | +5.6% | +7.1% |
| 3M | +4.5% | +0.9% | +3.7% | +4.2% |
| 6M | +12.6% | +10.5% | +2.0% | +8.7% |
| YTD | +3.5% | +23.7% | -20.2% | -3.6% |
| 1Y | -0.4% | +28.7% | -29.2% | -8.3% |
| 3Y | +36.0% | +79.7% | -43.7% | +12.1% |
| All | +36.0% | +78.7% | -42.7% | +12.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling