+96.6%
USB vs IWD
+84.2%
+12.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.6% | -0.7% | -1.8% |
| 7D | +2.4% | +2.5% | -0.1% | -1.3% |
| 30D | +6.6% | +6.0% | +0.6% | -2.0% |
| 3M | -4.1% | +3.8% | -7.8% | -9.0% |
| 6M | +12.5% | +16.3% | -3.9% | -10.0% |
| YTD | +17.6% | +27.5% | -9.8% | -18.0% |
| 1Y | +36.5% | +32.8% | +3.7% | -10.6% |
| All | +96.6% | +84.2% | +12.4% | -31.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling