-32.7%
UPS vs IWD
+72.9%
-105.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.6% |
| 7D | +3.8% | +2.3% | +1.5% | +1.3% |
| 30D | +17.4% | +3.6% | +13.8% | +13.0% |
| 3M | +8.2% | +2.2% | +6.0% | +5.8% |
| 6M | +17.9% | +13.0% | +5.0% | +3.4% |
| YTD | +18.7% | +26.5% | -7.8% | -7.8% |
| 1Y | +24.8% | +30.1% | -5.3% | -5.9% |
| 3Y | -4.5% | +84.9% | -89.4% | -51.0% |
| All | -32.7% | +72.9% | -105.6% | -62.4% |
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