+207.2%
UMC vs IWF
+10.9%
+196.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | 0.0% | +4.6% | +4.6% |
| 7D | +5.0% | +0.5% | +4.4% | +4.1% |
| 30D | +7.7% | -0.4% | +8.1% | +8.1% |
| 3M | +1.7% | -2.6% | +4.3% | +4.9% |
| 6M | +113.9% | +9.1% | +104.8% | +100.5% |
| YTD | +168.9% | +4.5% | +164.4% | +160.2% |
| 1Y | +207.2% | +10.1% | +197.1% | +190.3% |
| All | +207.2% | +10.9% | +196.3% | +190.3% |
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