+43.3%
UPS vs IWD
+202.4%
-159.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.5% |
| 7D | -0.6% | +1.7% | -2.3% | -2.1% |
| 30D | +16.4% | +3.2% | +13.2% | +13.2% |
| 3M | +7.9% | +2.3% | +5.6% | +5.8% |
| 6M | +15.8% | +12.9% | +2.9% | +3.9% |
| YTD | +16.6% | +26.2% | -9.7% | -5.1% |
| 1Y | +22.3% | +28.3% | -6.0% | -1.9% |
| 3Y | -6.2% | +84.4% | -90.6% | -45.2% |
| 5Y | -34.4% | +73.0% | -107.4% | -59.3% |
| All | +43.3% | +202.4% | -159.0% | -44.0% |
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