-18.3%
USAR vs IBB
+67.5%
-85.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +1.7% | +9.1% | +9.8% |
| 7D | -14.5% | -1.8% | -12.7% | -13.3% |
| 30D | -37.8% | +5.1% | -42.9% | -39.3% |
| 3M | -52.8% | +10.7% | -63.5% | -55.0% |
| 6M | -71.2% | +22.9% | -94.1% | -74.1% |
| YTD | -30.9% | +26.7% | -57.6% | -38.2% |
| 1Y | -48.0% | +35.1% | -83.1% | -53.9% |
| 3Y | -19.7% | +80.2% | -99.9% | -27.9% |
| All | -18.3% | +67.5% | -85.8% | -26.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling