+772.4%
UL vs IWF
+727.1%
+45.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | 0.0% | -0.1% |
| 7D | -1.3% | +0.5% | -1.9% | -1.6% |
| 30D | +0.5% | -0.4% | +0.9% | +0.6% |
| 3M | +17.6% | -2.6% | +20.2% | +18.4% |
| 6M | -5.4% | +9.1% | -14.5% | -9.5% |
| YTD | +0.7% | +4.5% | -3.8% | -2.1% |
| 1Y | -9.3% | +10.1% | -19.3% | -14.1% |
| 3Y | +24.5% | +77.6% | -53.1% | -8.1% |
| 5Y | +23.2% | +73.7% | -50.5% | -10.1% |
| 10Y | +64.5% | +411.5% | -347.1% | -32.4% |
| All | +772.4% | +727.1% | +45.4% | +112.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling