+308.9%
UPS vs IWD
+728.9%
-420.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.2% |
| 7D | 0.0% | -0.5% | +0.5% | +0.5% |
| 30D | +17.3% | +2.7% | +14.7% | +15.1% |
| 3M | +6.6% | +0.9% | +5.7% | +6.0% |
| 6M | +12.0% | +10.5% | +1.5% | +3.8% |
| YTD | +14.4% | +23.7% | -9.3% | -2.6% |
| 1Y | +23.3% | +28.7% | -5.4% | +1.8% |
| 3Y | -9.6% | +79.7% | -89.3% | -42.0% |
| 5Y | -34.1% | +69.7% | -103.8% | -55.4% |
| 10Y | +49.5% | +211.4% | -161.9% | -35.8% |
| All | +308.9% | +728.9% | -420.1% | -12.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling