+41.4%
IGV vs USAR
+74.5%
-33.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.8% |
| 7D | -3.3% | +2.3% | -5.6% | -3.4% |
| 30D | 0.0% | -8.6% | +8.6% | +0.2% |
| 3M | +7.3% | -20.5% | +27.8% | +7.7% |
| 6M | +16.7% | +1.2% | +15.5% | +16.4% |
| YTD | -2.8% | +48.4% | -51.3% | -3.6% |
| 1Y | -6.7% | +30.6% | -37.3% | -7.2% |
| 3Y | +41.1% | +73.6% | -32.5% | +40.7% |
| All | +41.4% | +74.5% | -33.1% | +41.2% |
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 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