+1,182.4%
URI vs IWF
+377.5%
+805.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.1% |
| 7D | -6.0% | -2.9% | -3.1% | -2.8% |
| 30D | +4.6% | -10.9% | +15.5% | +18.3% |
| 3M | -2.7% | -8.1% | +5.4% | +6.4% |
| 6M | +18.4% | -7.5% | +25.9% | +27.6% |
| YTD | +37.4% | -3.4% | +40.7% | +40.1% |
| 1Y | +30.4% | -5.0% | +35.4% | +35.5% |
| 3Y | +147.9% | +64.0% | +83.9% | +35.8% |
| 5Y | +202.1% | +56.8% | +145.3% | +74.0% |
| 10Y | +1,182.4% | +381.2% | +801.2% | +93.5% |
| All | +1,182.4% | +377.5% | +805.0% | +93.5% |
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