+1,340.7%
URI vs IWD
+207.5%
+1,133.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.7% |
| 7D | -9.8% | -0.5% | -9.3% | -9.3% |
| 30D | +1.7% | +2.7% | -0.9% | -2.7% |
| 3M | -9.1% | +0.9% | -9.9% | -10.6% |
| 6M | +9.9% | +10.5% | -0.7% | -7.6% |
| YTD | +31.2% | +23.7% | +7.5% | -8.3% |
| 1Y | +25.9% | +28.7% | -2.8% | -17.6% |
| 3Y | +147.4% | +79.7% | +67.7% | -5.1% |
| 5Y | +179.7% | +69.7% | +110.1% | +22.3% |
| All | +1,340.7% | +207.5% | +1,133.2% | +77.0% |
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