+260.9%
UMC vs IWF
+662.9%
-401.9%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.3% | +5.4% | +5.4% |
| 7D | +6.6% | +1.5% | +5.1% | +4.6% |
| 30D | +16.6% | -1.3% | +17.8% | +18.2% |
| 3M | +11.0% | +0.1% | +10.9% | +12.1% |
| 6M | +131.3% | +10.3% | +121.0% | +108.7% |
| YTD | +182.5% | +4.2% | +178.3% | +172.0% |
| 1Y | +222.3% | +9.3% | +213.0% | +191.9% |
| 3Y | +253.0% | +79.3% | +173.7% | +66.4% |
| 5Y | +141.8% | +73.8% | +68.1% | +18.3% |
| 10Y | +1,772.2% | +410.9% | +1,361.3% | +85.1% |
| All | +260.9% | +662.9% | -401.9% | -82.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling