+98.3%
USB vs IWD
+70.7%
+27.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | +0.8% |
| 7D | +1.4% | -0.3% | +1.7% | +1.9% |
| 30D | -1.3% | +0.6% | -1.9% | -2.2% |
| 3M | +15.2% | +7.2% | +8.0% | +3.6% |
| 6M | +18.8% | +16.2% | +2.6% | -5.7% |
| YTD | +21.0% | +23.3% | -2.3% | -12.5% |
| 1Y | +34.0% | +29.6% | +4.4% | -10.4% |
| All | +98.3% | +70.7% | +27.6% | -23.8% |
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