+26.1%
USB vs IWD
+74.7%
-48.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.6% | -0.7% | -1.7% |
| 7D | +2.4% | +2.5% | -0.1% | -1.1% |
| 30D | +6.6% | +6.0% | +0.6% | -1.7% |
| 3M | -4.1% | +3.8% | -7.8% | -8.9% |
| 6M | +12.5% | +16.3% | -3.9% | -9.1% |
| YTD | +17.6% | +27.5% | -9.8% | -16.5% |
| 1Y | +36.5% | +32.8% | +3.7% | -8.6% |
| 3Y | +95.4% | +84.3% | +11.1% | -15.5% |
| 5Y | +26.1% | +75.7% | -49.6% | -40.7% |
| All | +26.1% | +74.7% | -48.6% | -40.7% |
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