+51.6%
IWM vs USAR
-13.4%
+65.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +6.5% | -3.3% | +3.0% |
| 7D | +1.2% | -1.1% | +2.3% | +1.2% |
| 30D | +1.3% | -30.3% | +31.5% | +2.5% |
| 3M | -6.1% | -54.7% | +48.6% | -3.5% |
| 6M | -0.1% | -67.5% | +67.4% | +3.3% |
| YTD | +15.5% | -26.4% | +41.9% | +16.9% |
| 1Y | +18.1% | -49.5% | +67.7% | +20.1% |
| 3Y | +74.6% | -14.5% | +89.1% | +78.2% |
| All | +51.6% | -13.4% | +65.0% | +54.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling