+59.3%
USAR vs IBB
+58.9%
+0.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.4% | -4.6% | -5.2% |
| 7D | -9.3% | -5.2% | -4.1% | -6.6% |
| 30D | -15.2% | +1.5% | -16.6% | -15.7% |
| 3M | -21.1% | +22.1% | -43.2% | -29.1% |
| 6M | -21.6% | +17.7% | -39.3% | -27.9% |
| YTD | +34.8% | +20.2% | +14.6% | +23.6% |
| 1Y | +15.6% | +44.4% | -28.8% | +4.1% |
| 3Y | +57.7% | +61.1% | -3.4% | +45.1% |
| All | +59.3% | +58.9% | +0.4% | +46.6% |
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