+18.4%
IWM vs USAR
-51.4%
+69.8%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.4% |
| 7D | +1.4% | -0.8% | +2.2% | +1.4% |
| 30D | +2.3% | -20.9% | +23.2% | +4.3% |
| 3M | -8.3% | -56.2% | +47.8% | -1.3% |
| 6M | -1.3% | -67.9% | +66.6% | +8.3% |
| YTD | +13.5% | -31.4% | +44.9% | +15.9% |
| 1Y | +18.4% | -45.1% | +63.5% | +22.2% |
| All | +18.4% | -51.4% | +69.8% | +22.2% |
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