+59.3%
USAR vs IFF
+12.3%
+46.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.3% | -5.7% | -6.0% |
| 7D | -9.3% | -2.8% | -6.5% | -9.3% |
| 30D | -15.2% | -1.1% | -14.1% | -15.2% |
| 3M | -21.1% | +13.8% | -34.9% | -21.2% |
| 6M | -21.6% | +16.7% | -38.2% | -21.8% |
| YTD | +34.8% | +26.1% | +8.7% | +36.0% |
| 1Y | +15.6% | +33.5% | -17.9% | +18.1% |
| 3Y | +57.7% | +31.6% | +26.1% | +61.3% |
| All | +59.3% | +12.3% | +46.9% | +63.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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