+26.5%
IYR vs USAR
-21.7%
+48.3%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -9.6% | +9.4% | -0.2% |
| 7D | +2.1% | -9.1% | +11.2% | +2.1% |
| 30D | +7.2% | -36.9% | +44.1% | +7.3% |
| 3M | +0.4% | -58.4% | +58.8% | +0.6% |
| 6M | +1.4% | -70.6% | +72.1% | +1.8% |
| YTD | +11.3% | -33.4% | +44.8% | +11.1% |
| 1Y | +10.5% | -54.0% | +64.5% | +10.3% |
| 3Y | +41.7% | -22.7% | +64.4% | +41.1% |
| All | +26.5% | -21.7% | +48.3% | +24.5% |
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