-49.8%
USAR vs IAG
+56.5%
-106.4%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +10.2% | -16.1% | -12.5% |
| 7D | -21.8% | +1.1% | -22.9% | -23.0% |
| 30D | -39.9% | -5.3% | -34.7% | -38.0% |
| 3M | -52.5% | +18.0% | -70.6% | -58.4% |
| 6M | -67.9% | +7.1% | -75.1% | -70.1% |
| YTD | -31.1% | +5.9% | -37.0% | -38.7% |
| 1Y | -49.8% | +59.4% | -109.2% | -68.2% |
| All | -49.8% | +56.5% | -106.4% | -68.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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