+1,182.4%
URI vs IWD
+203.8%
+978.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -6.0% | +1.6% | -7.5% | -8.4% |
| 30D | +4.6% | +3.6% | +1.0% | -1.4% |
| 3M | -2.7% | +2.0% | -4.7% | -6.0% |
| 6M | +18.4% | +13.1% | +5.3% | -3.8% |
| YTD | +37.4% | +26.2% | +11.2% | -6.9% |
| 1Y | +30.4% | +29.6% | +0.8% | -15.4% |
| 3Y | +147.9% | +84.3% | +63.6% | -8.3% |
| 5Y | +202.1% | +73.4% | +128.6% | +28.0% |
| 10Y | +1,182.4% | +202.4% | +980.0% | +133.1% |
| All | +1,182.4% | +203.8% | +978.7% | +133.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 10y: compounded portfolio wealth divided by compounded IWD 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…
10y analysis · Full analysis span regression · 6 months rolling