-52.3%
USAR vs IAG
+25.8%
-78.1%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -5.1% | +2.8% | +1.2% |
| 7D | +8.8% | -2.1% | +10.8% | +10.8% |
| 30D | -28.5% | -6.2% | -22.3% | -25.3% |
| 3M | -56.2% | -5.1% | -51.0% | -55.1% |
| 6M | -68.4% | -10.0% | -58.4% | -66.9% |
| YTD | -32.2% | +3.9% | -36.1% | -40.0% |
| 1Y | -52.3% | +18.9% | -71.2% | -63.7% |
| All | -52.3% | +25.8% | -78.1% | -63.7% |
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