+38.9%
IGV vs USAR
+67.7%
-28.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.6% | -0.7% |
| 7D | -1.5% | -4.4% | +2.9% | -1.4% |
| 30D | -3.0% | -10.4% | +7.4% | -2.8% |
| 3M | +9.6% | -18.4% | +27.9% | +9.9% |
| 6M | +16.1% | -8.8% | +24.9% | +16.0% |
| YTD | -3.6% | +43.4% | -47.0% | -4.2% |
| 1Y | -7.8% | +21.0% | -28.8% | -8.2% |
| All | +38.9% | +67.7% | -28.9% | +46.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling