+23.1%
IYR vs USAR
+68.6%
-45.5%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.4% | +2.3% | -1.1% |
| 7D | -0.9% | -4.4% | +3.5% | -0.9% |
| 30D | -2.4% | -10.4% | +8.0% | -2.3% |
| 3M | -2.0% | -18.4% | +16.4% | -2.0% |
| 6M | +2.5% | -8.8% | +11.3% | +2.3% |
| YTD | +8.3% | +43.4% | -35.1% | +7.9% |
| 1Y | +6.5% | +21.0% | -14.5% | +6.1% |
| 3Y | +29.3% | +67.7% | -38.4% | +28.6% |
| All | +23.1% | +68.6% | -45.5% | +20.9% |
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