+54.5%
USAR vs IAG
+610.9%
-556.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.8% | -3.8% | -3.2% |
| 7D | -11.6% | -1.1% | -10.6% | -11.4% |
| 30D | -15.5% | +12.1% | -27.6% | -18.1% |
| 3M | -31.0% | +25.5% | -56.6% | -35.2% |
| 6M | -26.2% | -7.1% | -19.1% | -26.6% |
| YTD | +30.8% | +22.9% | +7.9% | +25.6% |
| 1Y | +7.1% | +83.3% | -76.3% | +0.2% |
| 3Y | +53.0% | +808.5% | -755.5% | +40.2% |
| All | +54.5% | +610.9% | -556.4% | +41.3% |
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