-19.0%
USAR vs IBN
+51.2%
-70.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.1% |
| 7D | -0.8% | +1.9% | -2.6% | -0.9% |
| 30D | -20.9% | +22.1% | -43.0% | -21.9% |
| 3M | -56.2% | +17.1% | -73.2% | -56.5% |
| 6M | -67.9% | +35.5% | -103.4% | -68.4% |
| YTD | -31.4% | +16.8% | -48.2% | -33.9% |
| 1Y | -45.1% | +12.4% | -57.4% | -47.3% |
| 3Y | -20.3% | +58.0% | -78.4% | -24.0% |
| All | -19.0% | +51.2% | -70.2% | -22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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