+146.3%
UMC vs IWD
+721.8%
-575.5%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.0% | +5.5% | +5.1% |
| 7D | -9.2% | +1.3% | -10.4% | -10.1% |
| 30D | -35.1% | +3.6% | -38.7% | -37.6% |
| 3M | -20.5% | +2.3% | -22.8% | -22.5% |
| 6M | -1.7% | +13.0% | -14.8% | -14.9% |
| YTD | +92.8% | +26.2% | +66.6% | +46.1% |
| 1Y | +104.5% | +30.5% | +74.0% | +48.6% |
| 3Y | +129.8% | +86.2% | +43.6% | +7.6% |
| 5Y | +74.0% | +72.9% | +1.1% | -9.4% |
| 10Y | +1,198.4% | +205.0% | +993.4% | +196.2% |
| All | +146.3% | +721.8% | -575.5% | -86.5% |
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