+12.9%
IEFA vs USAR
-51.4%
+64.3%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | +0.1% |
| 7D | +2.2% | -0.8% | +3.0% | +2.2% |
| 30D | +1.1% | -20.9% | +22.0% | +2.4% |
| 3M | -4.3% | -56.2% | +51.9% | +0.8% |
| 6M | +1.4% | -67.9% | +69.3% | +8.0% |
| YTD | +10.1% | -31.4% | +41.5% | +12.9% |
| 1Y | +12.9% | -45.1% | +57.9% | +16.0% |
| All | +12.9% | -51.4% | +64.3% | +16.0% |
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