-7.5%
IGV vs USAR
-49.3%
+41.8%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.9% | +6.7% | +1.4% |
| 7D | -7.5% | -21.8% | +14.3% | -5.4% |
| 30D | -5.6% | -39.9% | +34.3% | -1.4% |
| 3M | +1.5% | -52.5% | +54.1% | +7.9% |
| 6M | +17.1% | -67.9% | +85.1% | +27.6% |
| YTD | -2.0% | -31.1% | +29.1% | +0.3% |
| 1Y | -7.5% | -49.8% | +42.3% | -2.8% |
| All | -7.5% | -49.3% | +41.8% | -2.8% |
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