+166.0%
UMC vs IWD
+725.6%
-559.6%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +0.4% | +6.5% | +6.4% |
| 7D | +0.1% | -0.6% | +0.7% | +1.5% |
| 30D | -28.7% | +3.6% | -32.3% | -31.4% |
| 3M | -15.1% | +2.7% | -17.8% | -17.6% |
| 6M | +5.0% | +13.2% | -8.2% | -9.3% |
| YTD | +108.2% | +26.8% | +81.4% | +57.0% |
| 1Y | +121.7% | +29.3% | +92.5% | +63.0% |
| 3Y | +139.8% | +85.1% | +54.6% | +13.1% |
| 5Y | +85.1% | +74.2% | +10.9% | -4.5% |
| 10Y | +1,341.4% | +204.6% | +1,136.8% | +229.9% |
| All | +166.0% | +725.6% | -559.6% | -85.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling