+91.7%
USB vs IWF
+378.8%
-287.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -1.4% |
| 7D | 0.0% | -5.0% | +5.0% | +3.4% |
| 30D | +5.8% | -13.2% | +19.1% | +16.2% |
| 3M | -6.0% | -9.4% | +3.5% | +0.1% |
| 6M | +7.8% | -8.6% | +16.3% | +13.3% |
| YTD | +14.6% | -5.3% | +19.9% | +17.2% |
| 1Y | +31.8% | -5.0% | +36.8% | +34.3% |
| 3Y | +91.5% | +64.6% | +26.9% | +28.7% |
| 5Y | +22.0% | +50.8% | -28.7% | -13.6% |
| All | +91.7% | +378.8% | -287.1% | -45.6% |
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