+253.9%
UMC vs IWF
+75.5%
+178.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -1.6% |
| 7D | +11.4% | -1.7% | +13.1% | +13.2% |
| 30D | +16.8% | -1.8% | +18.6% | +18.7% |
| 3M | +19.1% | +1.5% | +17.6% | +18.6% |
| 6M | +137.4% | +7.7% | +129.7% | +127.0% |
| YTD | +186.4% | +2.7% | +183.7% | +183.6% |
| 1Y | +229.1% | +6.8% | +222.3% | +215.9% |
| All | +253.9% | +75.5% | +178.4% | +110.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling