+115.0%
UMC vs IWD
+33.0%
+82.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.6% | -4.7% | -4.2% |
| 7D | -14.7% | +2.5% | -17.2% | -16.5% |
| 30D | -32.9% | +6.0% | -38.8% | -36.3% |
| 3M | -22.2% | +3.8% | -25.9% | -24.8% |
| 6M | +25.9% | +16.3% | +9.6% | +8.4% |
| YTD | +107.9% | +27.5% | +80.4% | +72.6% |
| 1Y | +115.0% | +32.8% | +82.2% | +72.1% |
| All | +115.0% | +33.0% | +82.0% | +72.1% |
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