+32.8%
USB vs IWD
+29.3%
+3.5%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.6% | +0.5% | +0.8% |
| 7D | -1.5% | -0.9% | -0.6% | -0.5% |
| 30D | +4.3% | +2.6% | +1.7% | +1.2% |
| 3M | -6.1% | +1.2% | -7.3% | -7.4% |
| 6M | +9.4% | +12.1% | -2.7% | -3.9% |
| YTD | +15.2% | +24.1% | -9.0% | -10.8% |
| 1Y | +32.8% | +28.5% | +4.2% | -1.6% |
| All | +32.8% | +29.3% | +3.5% | -1.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling