-8.8%
USAR vs IJH
+10.7%
-19.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.1% | -2.3% | +0.6% |
| 7D | -4.4% | -0.7% | -3.7% | -1.9% |
| 30D | -10.4% | -3.8% | -6.6% | +4.5% |
| 3M | -18.4% | 0.0% | -18.4% | -17.1% |
| 6M | -8.8% | +8.8% | -17.6% | -26.8% |
| All | -8.8% | +10.7% | -19.6% | -26.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling