-20.3%
USAR vs IBB
+86.1%
-106.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.6% | +1.4% |
| 7D | -0.8% | -0.5% | -0.3% | -0.3% |
| 30D | -20.9% | +4.6% | -25.5% | -22.5% |
| 3M | -56.2% | +6.8% | -63.0% | -57.4% |
| 6M | -67.9% | +23.1% | -91.0% | -71.3% |
| YTD | -31.4% | +26.0% | -57.5% | -38.7% |
| 1Y | -45.1% | +30.4% | -75.4% | -51.1% |
| 3Y | -20.3% | +85.4% | -105.7% | -28.1% |
| All | -20.3% | +86.1% | -106.4% | -28.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling