+1,253.7%
URI vs IWF
+414.9%
+838.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.9% |
| 7D | +2.5% | +1.5% | +1.0% | +0.9% |
| 30D | -12.5% | -1.3% | -11.3% | -11.4% |
| 3M | -6.2% | +0.1% | -6.3% | -6.9% |
| 6M | +25.9% | +10.3% | +15.6% | +11.3% |
| YTD | +26.2% | +4.2% | +22.0% | +18.8% |
| 1Y | +5.5% | +9.3% | -3.8% | -6.4% |
| 3Y | +125.0% | +79.3% | +45.6% | +11.7% |
| 5Y | +210.4% | +73.8% | +136.6% | +59.1% |
| All | +1,253.7% | +414.9% | +838.8% | +47.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling