+806.9%
UL vs IWF
+670.6%
+136.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.5% |
| 7D | +1.1% | +2.8% | -1.7% | -0.1% |
| 30D | +4.5% | -7.5% | +12.1% | +7.6% |
| 3M | +6.5% | -8.5% | +15.0% | +9.9% |
| 6M | +18.2% | -7.4% | +25.6% | +20.8% |
| YTD | +4.7% | -2.6% | +7.3% | +4.4% |
| 1Y | +0.8% | -1.8% | +2.6% | 0.0% |
| 3Y | +35.9% | +65.5% | -29.6% | +2.9% |
| 5Y | +33.4% | +55.8% | -22.4% | +1.8% |
| 10Y | +106.9% | +384.9% | -278.0% | -13.6% |
| All | +806.9% | +670.6% | +136.2% | +126.8% |
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