+334.1%
IBKR vs USAR
+58.5%
+275.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.0% | +5.0% | -0.6% |
| 7D | -3.8% | -9.3% | +5.5% | -3.3% |
| 30D | -0.3% | -15.2% | +14.9% | +0.5% |
| 3M | +4.8% | -21.1% | +25.9% | +5.7% |
| 6M | +30.8% | -21.6% | +52.4% | +31.4% |
| YTD | +39.5% | +34.8% | +4.7% | +38.2% |
| 1Y | +43.7% | +15.6% | +28.0% | +43.1% |
| 3Y | +284.7% | +57.7% | +226.9% | +317.1% |
| All | +334.1% | +58.5% | +275.6% | +369.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling