+75.4%
USAR vs IEF
+7.1%
+68.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +2.3% | +0.1% | +2.3% | +2.3% |
| 30D | -8.6% | -0.7% | -7.9% | -8.3% |
| 3M | -20.5% | -0.4% | -20.1% | -20.3% |
| 6M | +1.2% | -2.5% | +3.7% | +1.2% |
| YTD | +48.4% | -1.6% | +50.0% | +48.8% |
| 1Y | +30.6% | -1.3% | +31.9% | +31.0% |
| 3Y | +73.6% | +10.1% | +63.6% | +73.5% |
| All | +75.4% | +7.1% | +68.3% | +75.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling