+499.3%
USB vs IWD
+726.5%
-227.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | +0.6% |
| 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% | +5.3% |
| 6M | +18.8% | +16.2% | +2.6% | -2.1% |
| YTD | +21.0% | +23.3% | -2.3% | -7.5% |
| 1Y | +34.0% | +29.6% | +4.4% | -3.7% |
| 3Y | +95.3% | +70.5% | +24.9% | +1.3% |
| 5Y | +40.4% | +73.5% | -33.1% | -27.9% |
| 10Y | +107.3% | +198.3% | -91.0% | -43.3% |
| All | +499.3% | +726.5% | -227.2% | -51.2% |
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 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