+36.1%
UPS vs IWD
+195.0%
-158.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -0.7% |
| 7D | -3.7% | -1.2% | -2.5% | -2.6% |
| 30D | -3.7% | -1.6% | -2.1% | -2.3% |
| 3M | -6.6% | +7.0% | -13.6% | -12.0% |
| 6M | +2.6% | +17.0% | -14.4% | -10.7% |
| YTD | +4.8% | +21.6% | -16.8% | -11.8% |
| 1Y | +25.3% | +28.0% | -2.7% | +0.7% |
| 3Y | -26.9% | +70.6% | -97.4% | -54.2% |
| 5Y | -33.5% | +73.3% | -106.8% | -58.6% |
| 10Y | +36.1% | +200.5% | -164.4% | -45.8% |
| All | +36.1% | +195.0% | -158.9% | -45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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