+343.5%
IBKR vs USAR
+53.8%
+289.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.0% | +5.2% | +2.3% |
| 7D | -1.3% | -11.6% | +10.3% | -0.7% |
| 30D | -0.2% | -15.5% | +15.3% | +0.6% |
| 3M | +3.0% | -31.0% | +34.0% | +4.5% |
| 6M | +33.9% | -26.2% | +60.1% | +34.8% |
| YTD | +42.5% | +30.8% | +11.7% | +41.4% |
| 1Y | +44.9% | +7.1% | +37.8% | +44.5% |
| 3Y | +293.0% | +53.0% | +240.0% | +326.8% |
| All | +343.5% | +53.8% | +289.8% | +380.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling