+27.0%
UPS vs IWD
+28.8%
-1.8%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -0.8% |
| 7D | -2.1% | -0.2% | -2.0% | -1.9% |
| 30D | -2.3% | -0.8% | -1.5% | -1.4% |
| 3M | -5.2% | +8.0% | -13.3% | -13.6% |
| 6M | +1.4% | +18.2% | -16.8% | -16.5% |
| YTD | +6.1% | +22.3% | -16.2% | -14.6% |
| 1Y | +27.0% | +28.9% | -1.9% | -3.6% |
| All | +27.0% | +28.8% | -1.8% | -3.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling