+36.4%
UPS vs IWF
+422.7%
-386.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | -0.2% |
| 7D | -2.0% | -0.9% | -1.0% | -1.4% |
| 30D | -2.0% | -1.7% | -0.2% | -0.9% |
| 3M | -6.2% | +0.7% | -6.9% | -7.0% |
| 6M | +2.8% | +8.6% | -5.8% | -3.0% |
| YTD | +5.9% | +3.5% | +2.4% | +2.8% |
| 1Y | +26.2% | +7.0% | +19.2% | +19.6% |
| 3Y | -26.0% | +76.3% | -102.3% | -51.7% |
| 5Y | -34.3% | +74.8% | -109.0% | -57.6% |
| All | +36.4% | +422.7% | -386.4% | -63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 10y: compounded portfolio wealth divided by compounded IWF 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…
10y analysis · Full analysis span regression · 6 months rolling