+1,151.9%
URI vs IWF
+389.3%
+762.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.6% |
| 7D | +9.3% | +5.3% | +4.0% | +3.5% |
| 30D | +7.6% | -8.6% | +16.2% | +18.5% |
| 3M | +1.0% | -6.5% | +7.6% | +8.5% |
| 6M | +19.8% | -5.6% | +25.5% | +26.4% |
| YTD | +41.9% | -1.5% | +43.4% | +41.8% |
| 1Y | +33.4% | -2.8% | +36.2% | +35.3% |
| 3Y | +156.0% | +67.1% | +88.9% | +37.4% |
| 5Y | +209.5% | +57.6% | +151.9% | +77.8% |
| All | +1,151.9% | +389.3% | +762.6% | +77.3% |
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