+57.7%
IWM vs USAR
+74.5%
-16.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.7% | -0.5% |
| 7D | +1.4% | +2.3% | -0.9% | +1.3% |
| 30D | -2.3% | -8.6% | +6.4% | -2.0% |
| 3M | +4.0% | -20.5% | +24.4% | +4.5% |
| 6M | +17.9% | +1.2% | +16.7% | +17.5% |
| YTD | +20.2% | +48.4% | -28.2% | +18.8% |
| 1Y | +25.0% | +30.6% | -5.7% | +23.9% |
| 3Y | +66.0% | +73.6% | -7.7% | +65.9% |
| All | +57.7% | +74.5% | -16.8% | +56.9% |
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