+137.3%
UMC vs IWF
+10.9%
+126.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.5% | +4.4% | +4.8% |
| 7D | +13.6% | +0.5% | +13.1% | +12.4% |
| 30D | +20.8% | -1.4% | +22.1% | +23.6% |
| 3M | +16.1% | +0.4% | +15.7% | +16.3% |
| 6M | +137.3% | +8.5% | +128.8% | +121.8% |
| All | +137.3% | +10.9% | +126.4% | +121.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling