+470.4%
USB vs IWF
+640.3%
-169.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.4% | +4.3% | +3.3% |
| 7D | -1.5% | -8.9% | +7.4% | +6.3% |
| 30D | +4.3% | -14.6% | +18.9% | +18.6% |
| 3M | -6.1% | -10.8% | +4.8% | +2.8% |
| 6M | +9.4% | -8.2% | +17.6% | +15.8% |
| YTD | +15.2% | -6.5% | +21.7% | +19.5% |
| 1Y | +32.8% | -7.7% | +40.4% | +39.1% |
| 3Y | +91.3% | +63.5% | +27.8% | +18.9% |
| 5Y | +22.7% | +48.9% | -26.3% | -19.6% |
| 10Y | +97.0% | +379.7% | -282.6% | -58.8% |
| All | +470.4% | +640.3% | -169.9% | -38.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling