+324.3%
UPS vs IWF
+670.6%
-346.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.9% | +2.6% |
| 7D | +3.8% | +2.8% | +1.0% | +1.9% |
| 30D | +17.4% | -7.5% | +24.9% | +23.0% |
| 3M | +8.2% | -8.5% | +16.7% | +13.9% |
| 6M | +17.9% | -7.4% | +25.4% | +22.8% |
| YTD | +18.7% | -2.6% | +21.3% | +19.3% |
| 1Y | +24.8% | -1.8% | +26.7% | +24.6% |
| 3Y | -4.5% | +65.5% | -70.0% | -34.2% |
| 5Y | -33.2% | +55.8% | -89.1% | -52.7% |
| 10Y | +44.2% | +384.9% | -340.6% | -52.8% |
| All | +324.3% | +670.6% | -346.3% | -16.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling