+115.0%
UMC vs IWF
-1.6%
+116.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.7% |
| 7D | -14.7% | -4.2% | -10.5% | -8.9% |
| 30D | -32.9% | -8.1% | -24.7% | -23.6% |
| 3M | -22.2% | -5.1% | -17.1% | -15.6% |
| 6M | +25.9% | -1.4% | +27.3% | +33.0% |
| YTD | +107.9% | -0.1% | +108.0% | +114.6% |
| 1Y | +115.0% | -1.3% | +116.3% | +125.0% |
| All | +115.0% | -1.6% | +116.7% | +125.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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