-13.3%
IBM vs USAR
-49.3%
+36.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.9% | +7.6% | +1.8% |
| 7D | +0.4% | -21.8% | +22.2% | +0.9% |
| 30D | +14.8% | -39.9% | +54.7% | +15.8% |
| 3M | +8.9% | -52.5% | +61.5% | +10.3% |
| 6M | +12.4% | -67.9% | +80.4% | +15.5% |
| YTD | -12.4% | -31.1% | +18.7% | -11.6% |
| 1Y | -13.3% | -49.8% | +36.6% | -12.3% |
| All | -13.3% | -49.3% | +36.0% | -12.3% |
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