-19.0%
USAR vs IAG
+507.7%
-526.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | +0.1% | +0.8% |
| 7D | -0.8% | -7.7% | +6.9% | +1.7% |
| 30D | -20.9% | +1.6% | -22.5% | -21.2% |
| 3M | -56.2% | -2.4% | -53.7% | -55.8% |
| 6M | -67.9% | -7.8% | -60.1% | -67.3% |
| YTD | -31.4% | +5.0% | -36.5% | -31.1% |
| 1Y | -45.1% | +25.7% | -70.7% | -45.6% |
| 3Y | -20.3% | +694.5% | -714.8% | -23.7% |
| All | -19.0% | +507.7% | -526.7% | -22.5% |
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