+9.2%
IYR vs USAR
-54.5%
+63.7%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.7% | -0.6% |
| 7D | -0.1% | +8.8% | -8.9% | -0.1% |
| 30D | +5.7% | -28.5% | +34.2% | +5.8% |
| 3M | -0.6% | -56.2% | +55.6% | -0.4% |
| 6M | +0.5% | -68.4% | +68.9% | +1.0% |
| YTD | +10.4% | -32.2% | +42.6% | +8.9% |
| 1Y | +9.2% | -52.3% | +61.5% | +8.0% |
| All | +9.2% | -54.5% | +63.7% | +8.0% |
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 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