+31.8%
USB vs IWF
-6.4%
+38.2%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.8% |
| 7D | 0.0% | -5.0% | +5.0% | +1.3% |
| 30D | +5.8% | -13.2% | +19.1% | +10.0% |
| 3M | -6.0% | -9.4% | +3.5% | -3.6% |
| 6M | +7.8% | -8.6% | +16.3% | +9.7% |
| YTD | +14.6% | -5.3% | +19.9% | +12.7% |
| 1Y | +31.8% | -5.0% | +36.8% | +29.7% |
| All | +31.8% | -6.4% | +38.2% | +29.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling