+32.6%
USB vs IWF
-4.2%
+36.8%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.5% | -0.1% |
| 7D | +1.4% | -2.9% | +4.3% | +2.2% |
| 30D | +6.4% | -10.9% | +17.3% | +9.8% |
| 3M | -4.5% | -8.1% | +3.6% | -2.5% |
| 6M | +11.4% | -7.5% | +18.9% | +13.3% |
| YTD | +17.1% | -3.4% | +20.5% | +14.6% |
| 1Y | +32.6% | -5.0% | +37.6% | +31.3% |
| All | +32.6% | -4.2% | +36.8% | +31.3% |
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