+1,272.7%
UMC vs IWD
+203.0%
+1,069.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.5% |
| 7D | +11.2% | +2.3% | +8.9% | +9.2% |
| 30D | -28.0% | +3.6% | -31.6% | -29.9% |
| 3M | -20.5% | +2.2% | -22.7% | -21.8% |
| 6M | -1.6% | +13.0% | -14.5% | -10.7% |
| YTD | +99.4% | +26.5% | +72.9% | +64.9% |
| 1Y | +120.4% | +30.1% | +90.3% | +78.0% |
| 3Y | +134.2% | +84.9% | +49.4% | +42.1% |
| 5Y | +78.8% | +73.4% | +5.5% | +15.3% |
| All | +1,272.7% | +203.0% | +1,069.7% | +565.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling