+84.9%
USB vs IWF
+377.5%
-292.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.5% | +0.3% |
| 7D | +1.4% | -2.9% | +4.3% | +3.3% |
| 30D | +6.4% | -10.9% | +17.3% | +14.7% |
| 3M | -4.5% | -8.1% | +3.6% | +0.7% |
| 6M | +11.4% | -7.5% | +18.9% | +16.2% |
| YTD | +17.1% | -3.4% | +20.5% | +18.1% |
| 1Y | +32.6% | -5.0% | +37.6% | +35.2% |
| 3Y | +101.8% | +64.0% | +37.8% | +36.2% |
| 5Y | +25.1% | +56.8% | -31.6% | -13.9% |
| 10Y | +84.9% | +381.2% | -296.3% | -47.8% |
| All | +84.9% | +377.5% | -292.6% | -47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 10y: compounded portfolio wealth divided by compounded IWF 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…
10y analysis · Full analysis span regression · 6 months rolling