+482.6%
USB vs IWF
+690.8%
-208.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.6% |
| 7D | +2.4% | -4.2% | +6.6% | +6.1% |
| 30D | +6.6% | -8.1% | +14.7% | +14.1% |
| 3M | -4.1% | -5.1% | +1.0% | -0.3% |
| 6M | +12.5% | -1.4% | +13.9% | +12.3% |
| YTD | +17.6% | -0.1% | +17.7% | +15.7% |
| 1Y | +36.5% | -1.3% | +37.8% | +35.4% |
| 3Y | +95.4% | +74.7% | +20.7% | +15.0% |
| 5Y | +26.1% | +59.3% | -33.1% | -21.8% |
| 10Y | +101.3% | +412.4% | -311.2% | -60.1% |
| All | +482.6% | +690.8% | -208.2% | -40.1% |
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