+46.8%
IWM vs USAR
-18.7%
+65.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +10.8% | -9.9% | +0.6% |
| 7D | -2.0% | -14.5% | +12.5% | -1.5% |
| 30D | -1.5% | -37.8% | +36.4% | +0.2% |
| 3M | -8.0% | -52.8% | +44.8% | -5.6% |
| 6M | -4.1% | -71.2% | +67.1% | -0.4% |
| YTD | +11.9% | -30.9% | +42.8% | +13.6% |
| 1Y | +15.0% | -48.0% | +63.0% | +17.1% |
| 3Y | +64.2% | -19.7% | +83.9% | +68.0% |
| All | +46.8% | -18.7% | +65.6% | +50.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling