+74.9%
USAR vs IAG
+618.6%
-543.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +0.1% |
| 7D | -2.1% | -0.5% | -1.6% | -2.0% |
| 30D | +2.6% | +28.9% | -26.3% | -4.0% |
| 3M | -35.0% | +19.1% | -54.2% | -38.0% |
| 6M | -6.9% | -10.3% | +3.4% | -6.9% |
| YTD | +48.0% | +24.2% | +23.8% | +41.8% |
| 1Y | +24.8% | +116.5% | -91.7% | +15.8% |
| 3Y | +73.2% | +742.8% | -669.6% | +58.1% |
| All | +74.9% | +618.6% | -543.7% | +59.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling