+39.7%
IGV vs USAR
-13.4%
+53.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.5% | -3.9% | +2.4% |
| 7D | -0.4% | -1.1% | +0.6% | -0.4% |
| 30D | -9.9% | -30.3% | +20.3% | -9.0% |
| 3M | -1.2% | -54.7% | +53.5% | +1.0% |
| 6M | +11.3% | -67.5% | +78.8% | +14.5% |
| YTD | -4.0% | -26.4% | +22.4% | -2.7% |
| 1Y | -7.3% | -49.5% | +42.2% | -5.8% |
| 3Y | +42.8% | -14.5% | +57.2% | +44.9% |
| All | +39.7% | -13.4% | +53.1% | +42.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling