-34.5%
UPS vs IWF
+71.2%
-105.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.3% |
| 7D | -3.4% | -1.7% | -1.7% | -2.5% |
| 30D | -2.7% | -1.8% | -0.9% | -1.7% |
| 3M | -1.6% | +1.5% | -3.1% | -2.7% |
| 6M | +2.3% | +7.7% | -5.4% | -2.3% |
| YTD | +5.6% | +2.7% | +2.9% | +3.4% |
| 1Y | +27.1% | +6.8% | +20.3% | +21.4% |
| 3Y | -26.3% | +76.9% | -103.2% | -50.3% |
| 5Y | -34.5% | +73.4% | -107.9% | -57.6% |
| All | -34.5% | +71.2% | -105.6% | -57.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling