+286.2%
UPS vs IWD
+726.5%
-440.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.6% |
| 7D | -2.9% | -0.3% | -2.6% | -2.7% |
| 30D | -3.5% | +0.6% | -4.1% | -3.9% |
| 3M | -5.7% | +7.2% | -12.9% | -10.6% |
| 6M | -4.4% | +16.2% | -20.6% | -14.7% |
| YTD | +8.0% | +23.3% | -15.3% | -7.9% |
| 1Y | +29.0% | +29.6% | -0.5% | +5.9% |
| 3Y | -27.7% | +70.5% | -98.2% | -51.7% |
| 5Y | -34.3% | +73.5% | -107.8% | -56.4% |
| 10Y | +37.8% | +198.3% | -160.5% | -39.0% |
| All | +286.2% | +726.5% | -440.3% | -17.6% |
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 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