+32.9%
URI vs IWF
-1.6%
+34.5%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.4% | -4.8% | -4.6% |
| 7D | -4.3% | -4.2% | -0.2% | -2.3% |
| 30D | +4.6% | -8.1% | +12.8% | +9.1% |
| 3M | -2.1% | -5.1% | +2.9% | +0.4% |
| 6M | +21.9% | -1.4% | +23.4% | +22.2% |
| YTD | +39.7% | -0.1% | +39.8% | +38.7% |
| 1Y | +32.9% | -1.3% | +34.1% | +33.0% |
| All | +32.9% | -1.6% | +34.5% | +33.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling