+101.8%
USB vs IWF
+66.6%
+35.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.5% | +0.1% |
| 7D | +1.4% | -2.9% | +4.3% | +2.9% |
| 30D | +6.4% | -10.9% | +17.3% | +13.0% |
| 3M | -4.5% | -8.1% | +3.6% | -0.4% |
| 6M | +11.4% | -7.5% | +18.9% | +15.2% |
| YTD | +17.1% | -3.4% | +20.5% | +17.5% |
| 1Y | +32.6% | -5.0% | +37.6% | +34.5% |
| 3Y | +101.8% | +64.0% | +37.8% | +29.7% |
| All | +101.8% | +66.6% | +35.3% | +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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling