-33.7%
UPS vs IWD
+73.6%
-107.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.4% |
| 7D | -2.9% | -0.3% | -2.6% | -2.6% |
| 30D | -3.5% | +0.6% | -4.1% | -4.1% |
| 3M | -5.7% | +7.2% | -12.9% | -12.5% |
| 6M | -4.4% | +16.2% | -20.6% | -18.5% |
| YTD | +8.0% | +23.3% | -15.3% | -13.6% |
| 1Y | +29.0% | +29.6% | -0.5% | -2.2% |
| 3Y | -27.7% | +70.5% | -98.2% | -59.3% |
| All | -33.7% | +73.6% | -107.4% | -63.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling