+6,186.2%
URI vs IWF
+727.1%
+5,459.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -2.0% | +0.5% | -2.5% | -2.6% |
| 30D | -12.9% | -0.4% | -12.6% | -12.6% |
| 3M | -6.7% | -2.6% | -4.1% | -4.5% |
| 6M | +19.0% | +9.1% | +9.8% | +4.8% |
| YTD | +25.5% | +4.5% | +21.1% | +16.5% |
| 1Y | +5.5% | +10.1% | -4.5% | -8.8% |
| 3Y | +111.3% | +77.6% | +33.7% | -2.7% |
| 5Y | +198.6% | +73.7% | +124.8% | +38.8% |
| 10Y | +1,179.9% | +411.5% | +768.4% | +41.0% |
| All | +6,186.2% | +727.1% | +5,459.2% | +229.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling