+64.4%
UL vs IWF
+422.7%
-358.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.4% |
| 7D | -3.4% | -0.9% | -2.5% | -3.1% |
| 30D | +0.5% | -1.7% | +2.2% | +1.0% |
| 3M | +7.2% | +0.7% | +6.6% | +6.7% |
| 6M | -3.1% | +8.6% | -11.6% | -6.1% |
| YTD | -2.7% | +3.5% | -6.2% | -4.4% |
| 1Y | -10.2% | +7.0% | -17.3% | -13.0% |
| 3Y | +20.3% | +76.3% | -56.1% | -6.6% |
| 5Y | +19.9% | +74.8% | -54.8% | -8.0% |
| All | +64.4% | +422.7% | -358.4% | -34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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