+10.6%
IBKR vs USAR
-49.3%
+59.9%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.9% | +6.4% | +1.6% |
| 7D | -6.8% | -21.8% | +15.0% | -2.5% |
| 30D | -12.5% | -39.9% | +27.4% | -4.4% |
| 3M | -12.0% | -52.5% | +40.5% | -0.3% |
| 6M | -4.5% | -67.9% | +63.4% | +13.6% |
| YTD | +21.5% | -31.1% | +52.6% | +22.9% |
| 1Y | +10.6% | -49.8% | +60.5% | +16.5% |
| All | +10.6% | -49.3% | +59.9% | +16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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