+207.2%
UMC vs IWD
+30.5%
+176.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.7% | +5.3% | +5.3% |
| 7D | +5.0% | -0.3% | +5.2% | +5.2% |
| 30D | +7.7% | +0.6% | +7.1% | +6.8% |
| 3M | +1.7% | +7.2% | -5.6% | -6.6% |
| 6M | +113.9% | +16.2% | +97.7% | +82.4% |
| YTD | +168.9% | +23.3% | +145.6% | +122.7% |
| 1Y | +207.2% | +29.6% | +177.6% | +143.1% |
| All | +207.2% | +30.5% | +176.7% | +143.1% |
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 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