+482.6%
USB vs IWD
+754.2%
-271.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.6% | -0.7% | -1.4% |
| 7D | +2.4% | +2.5% | -0.1% | -0.8% |
| 30D | +6.6% | +6.0% | +0.6% | -1.0% |
| 3M | -4.1% | +3.8% | -7.8% | -8.5% |
| 6M | +12.5% | +16.3% | -3.9% | -7.3% |
| YTD | +17.6% | +27.5% | -9.8% | -13.7% |
| 1Y | +36.5% | +32.8% | +3.7% | -4.9% |
| 3Y | +95.4% | +84.3% | +11.1% | -8.5% |
| 5Y | +26.1% | +75.7% | -49.6% | -36.2% |
| 10Y | +101.3% | +220.9% | -119.6% | -49.7% |
| All | +482.6% | +754.2% | -271.6% | -54.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling