+1,842.6%
UMC vs IWD
+203.8%
+1,638.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.5% | +1.6% |
| 7D | +9.0% | -0.8% | +9.8% | +9.7% |
| 30D | +17.2% | -0.8% | +18.1% | +17.9% |
| 3M | +11.4% | +6.9% | +4.5% | +5.2% |
| 6M | +137.5% | +18.3% | +119.2% | +107.5% |
| YTD | +193.1% | +22.4% | +170.8% | +148.6% |
| 1Y | +240.3% | +27.4% | +212.9% | +179.2% |
| 3Y | +262.2% | +71.2% | +191.0% | +133.7% |
| 5Y | +143.1% | +75.7% | +67.4% | +56.1% |
| All | +1,842.6% | +203.8% | +1,638.8% | +840.7% |
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