-49.8%
USAR vs IEF
-1.9%
-47.9%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.5% | -6.4% | -7.6% |
| 7D | -21.8% | +0.9% | -22.6% | -24.2% |
| 30D | -39.9% | +3.1% | -43.0% | -46.6% |
| 3M | -52.5% | -1.4% | -51.2% | -49.6% |
| 6M | -67.9% | -1.6% | -66.4% | -65.9% |
| YTD | -31.1% | -2.1% | -29.0% | -25.8% |
| 1Y | -49.8% | -2.0% | -47.8% | -47.3% |
| All | -49.8% | -1.9% | -47.9% | -47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 1y: compounded portfolio wealth divided by compounded IEF 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…
1y analysis · Full analysis span regression · 6 months rolling