+236.1%
UMC vs IWD
+28.3%
+207.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.6% | +4.6% | +4.6% |
| 7D | +13.6% | -1.2% | +14.8% | +14.8% |
| 30D | +20.8% | -1.6% | +22.4% | +22.6% |
| 3M | +16.1% | +7.0% | +9.1% | +6.8% |
| 6M | +137.3% | +17.0% | +120.3% | +103.8% |
| YTD | +193.8% | +21.6% | +172.1% | +146.7% |
| 1Y | +236.1% | +28.0% | +208.1% | +169.8% |
| All | +236.1% | +28.3% | +207.7% | +169.8% |
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