+91.7%
USB vs IWD
+207.5%
-115.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | 0.0% |
| 7D | 0.0% | -0.5% | +0.5% | +0.6% |
| 30D | +5.8% | +2.7% | +3.2% | +2.1% |
| 3M | -6.0% | +0.9% | -6.8% | -7.1% |
| 6M | +7.8% | +10.5% | -2.8% | -6.1% |
| YTD | +14.6% | +23.7% | -9.1% | -14.3% |
| 1Y | +31.8% | +28.7% | +3.0% | -6.6% |
| 3Y | +91.5% | +79.7% | +11.8% | -11.7% |
| 5Y | +22.0% | +69.7% | -47.6% | -38.3% |
| All | +91.7% | +207.5% | -115.8% | -55.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling