+6,470.8%
URI vs IWF
+649.6%
+5,821.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.1% | -0.4% |
| 7D | -9.8% | -5.0% | -4.8% | -3.9% |
| 30D | +1.7% | -13.2% | +15.0% | +20.9% |
| 3M | -9.1% | -9.4% | +0.4% | +2.4% |
| 6M | +9.9% | -8.6% | +18.4% | +21.0% |
| YTD | +31.2% | -5.3% | +36.5% | +37.1% |
| 1Y | +25.9% | -5.0% | +30.9% | +30.9% |
| 3Y | +147.4% | +64.6% | +82.7% | +24.6% |
| 5Y | +179.7% | +50.8% | +129.0% | +55.0% |
| 10Y | +1,419.5% | +385.7% | +1,033.8% | +76.6% |
| All | +6,470.8% | +649.6% | +5,821.2% | +287.2% |
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