-19.9%
USAR vs IAG
+501.4%
-521.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -5.1% | +2.8% | -0.9% |
| 7D | +8.8% | -2.1% | +10.8% | +9.7% |
| 30D | -28.5% | -6.2% | -22.3% | -27.0% |
| 3M | -56.2% | -5.1% | -51.0% | -55.4% |
| 6M | -68.4% | -10.0% | -58.4% | -67.6% |
| YTD | -32.2% | +3.9% | -36.1% | -31.6% |
| 1Y | -52.3% | +18.9% | -71.2% | -52.5% |
| 3Y | -21.2% | +651.8% | -672.9% | -24.3% |
| All | -19.9% | +501.4% | -521.3% | -23.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling