+41.2%
USB vs IWD
+73.6%
-32.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | +0.7% |
| 7D | +1.4% | -0.3% | +1.7% | +1.8% |
| 30D | -1.3% | +0.6% | -1.9% | -2.1% |
| 3M | +15.2% | +7.2% | +8.0% | +4.4% |
| 6M | +18.8% | +16.2% | +2.6% | -3.9% |
| YTD | +21.0% | +23.3% | -2.3% | -10.0% |
| 1Y | +34.0% | +29.6% | +4.4% | -7.0% |
| 3Y | +95.3% | +70.5% | +24.9% | -5.7% |
| All | +41.2% | +73.6% | -32.5% | -32.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling