+54.5%
USAR vs IJH
+45.7%
+8.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.8% | -3.8% | -3.6% |
| 7D | -11.6% | -1.9% | -9.8% | -10.3% |
| 30D | -15.5% | -4.6% | -10.8% | -12.1% |
| 3M | -31.0% | -1.2% | -29.9% | -29.8% |
| 6M | -26.2% | +9.4% | -35.6% | -28.0% |
| YTD | +30.8% | +13.3% | +17.4% | +26.7% |
| 1Y | +7.1% | +13.4% | -6.3% | +3.6% |
| 3Y | +53.0% | +50.4% | +2.6% | +51.4% |
| All | +54.5% | +45.7% | +8.8% | +52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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