+92.7%
USB vs IWD
+208.6%
-115.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.6% | +0.5% | +1.4% |
| 7D | -1.5% | -0.9% | -0.6% | -0.3% |
| 30D | +4.3% | +2.6% | +1.7% | +0.7% |
| 3M | -6.1% | +1.2% | -7.3% | -7.6% |
| 6M | +9.4% | +12.1% | -2.7% | -6.4% |
| YTD | +15.2% | +24.1% | -9.0% | -14.2% |
| 1Y | +32.8% | +28.5% | +4.2% | -5.6% |
| 3Y | +91.3% | +79.5% | +11.8% | -11.7% |
| 5Y | +22.7% | +70.3% | -47.6% | -38.3% |
| All | +92.7% | +208.6% | -115.9% | -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