-13.0%
USAR vs IBB
+72.2%
-85.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +2.8% | +3.7% | +4.8% |
| 7D | -1.1% | +2.7% | -3.8% | -2.5% |
| 30D | -30.3% | +6.3% | -36.6% | -32.4% |
| 3M | -54.7% | +11.1% | -65.7% | -57.0% |
| 6M | -67.5% | +29.2% | -96.7% | -71.6% |
| YTD | -26.4% | +30.2% | -56.6% | -35.2% |
| 1Y | -49.5% | +39.5% | -89.0% | -56.0% |
| 3Y | -14.5% | +92.3% | -106.8% | -24.5% |
| All | -13.0% | +72.2% | -85.2% | -23.2% |
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