-19.9%
USAR vs IBB
+67.4%
-87.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.2% | -0.2% | -1.0% |
| 7D | +8.8% | +1.6% | +7.1% | +8.0% |
| 30D | -28.5% | +6.7% | -35.2% | -30.7% |
| 3M | -56.2% | +6.3% | -62.5% | -57.3% |
| 6M | -68.4% | +23.9% | -92.3% | -71.7% |
| YTD | -32.2% | +26.6% | -58.8% | -39.2% |
| 1Y | -52.3% | +29.6% | -81.9% | -57.3% |
| 3Y | -21.2% | +86.1% | -107.3% | -29.1% |
| All | -19.9% | +67.4% | -87.2% | -27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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