+18.8%
IWM vs USAR
-52.0%
+70.7%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.7% | -1.4% |
| 7D | +2.8% | +8.8% | -6.0% | +1.8% |
| 30D | +0.6% | -28.5% | +29.1% | +3.6% |
| 3M | -7.8% | -56.2% | +48.4% | -0.7% |
| 6M | -1.0% | -68.4% | +67.4% | +8.9% |
| YTD | +13.9% | -32.2% | +46.1% | +16.4% |
| All | +18.8% | -52.0% | +70.7% | +22.8% |
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