+18.9%
IWM vs USAR
-49.3%
+68.2%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.9% | +7.4% | +2.1% |
| 7D | +1.0% | -21.8% | +22.7% | +3.4% |
| 30D | +0.2% | -39.9% | +40.2% | +5.2% |
| 3M | -5.6% | -52.5% | +46.9% | +1.1% |
| 6M | +2.7% | -67.9% | +70.7% | +13.1% |
| YTD | +16.2% | -31.1% | +47.3% | +17.7% |
| 1Y | +18.9% | -49.8% | +68.8% | +23.6% |
| All | +18.9% | -49.3% | +68.2% | +23.6% |
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