+286.2%
UPS vs IWF
+727.1%
-440.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -2.9% | +0.5% | -3.4% | -3.2% |
| 30D | -3.5% | -0.4% | -3.1% | -3.3% |
| 3M | -5.7% | -2.6% | -3.1% | -4.4% |
| 6M | -4.4% | +9.1% | -13.5% | -10.1% |
| YTD | +8.0% | +4.5% | +3.5% | +4.3% |
| 1Y | +29.0% | +10.1% | +18.9% | +20.1% |
| 3Y | -27.7% | +77.6% | -105.3% | -52.1% |
| 5Y | -34.3% | +73.7% | -108.1% | -56.5% |
| 10Y | +37.8% | +411.5% | -373.8% | -56.2% |
| All | +286.2% | +727.1% | -440.9% | -27.3% |
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