+53.0%
USAR vs IJR
+52.1%
+0.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.5% | -3.5% | -3.3% |
| 7D | -11.6% | -2.2% | -9.5% | -10.4% |
| 30D | -15.5% | -4.6% | -10.9% | -12.8% |
| 3M | -31.0% | +0.2% | -31.3% | -30.7% |
| 6M | -26.2% | +14.7% | -40.9% | -29.4% |
| YTD | +30.8% | +18.9% | +11.9% | +24.0% |
| 1Y | +7.1% | +19.9% | -12.9% | +1.4% |
| 3Y | +53.0% | +53.0% | 0.0% | +47.5% |
| All | +53.0% | +52.1% | +0.9% | +47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 3y: compounded portfolio wealth divided by compounded IJR 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…
3y analysis · Full analysis span regression · 6 months rolling