+22.7%
USB vs IWF
+48.4%
-25.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.4% | +4.3% | +1.6% |
| 7D | -1.5% | -8.9% | +7.4% | +3.8% |
| 30D | +4.3% | -14.6% | +18.9% | +13.9% |
| 3M | -6.1% | -10.8% | +4.8% | -0.1% |
| 6M | +9.4% | -8.2% | +17.6% | +13.7% |
| YTD | +15.2% | -6.5% | +21.7% | +18.1% |
| 1Y | +32.8% | -7.7% | +40.4% | +37.2% |
| 3Y | +91.3% | +63.5% | +27.8% | +37.2% |
| 5Y | +22.7% | +48.9% | -26.3% | -12.2% |
| All | +22.7% | +48.4% | -25.8% | -12.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling