+69.4%
USAR vs IEF
+6.8%
+62.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.1% | -3.3% |
| 7D | -4.4% | -0.3% | -4.1% | -4.3% |
| 30D | -10.4% | -0.6% | -9.8% | -10.2% |
| 3M | -18.4% | -1.0% | -17.4% | -18.0% |
| 6M | -8.8% | -3.1% | -5.8% | -8.7% |
| YTD | +43.4% | -1.9% | +45.2% | +43.9% |
| 1Y | +21.0% | -1.4% | +22.3% | +21.5% |
| 3Y | +67.7% | +9.8% | +58.0% | +67.8% |
| All | +69.4% | +6.8% | +62.6% | +69.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling