+253.0%
UMC vs IWD
+71.7%
+181.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.8% | +5.9% | +5.9% |
| 7D | +6.6% | -0.2% | +6.8% | +6.6% |
| 30D | +16.6% | -0.8% | +17.3% | +17.3% |
| 3M | +11.0% | +8.0% | +3.0% | +2.6% |
| 6M | +131.3% | +18.2% | +113.1% | +97.4% |
| YTD | +182.5% | +22.3% | +160.2% | +132.8% |
| 1Y | +222.3% | +28.9% | +193.4% | +152.4% |
| 3Y | +253.0% | +71.5% | +181.5% | +100.7% |
| All | +253.0% | +71.7% | +181.4% | +100.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling