+59.4%
IEFA vs USAR
+68.6%
-9.2%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.4% | +2.3% | -1.0% |
| 7D | -0.5% | -4.4% | +4.0% | -0.4% |
| 30D | -1.1% | -10.4% | +9.3% | -0.9% |
| 3M | +5.1% | -18.4% | +23.4% | +5.3% |
| 6M | +9.3% | -8.8% | +18.1% | +9.3% |
| YTD | +13.0% | +43.4% | -30.4% | +12.7% |
| 1Y | +19.2% | +21.0% | -1.8% | +18.9% |
| 3Y | +67.0% | +67.7% | -0.8% | +69.6% |
| All | +59.4% | +68.6% | -9.2% | +60.0% |
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 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