+69.4%
USAR vs IJR
+47.5%
+21.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.1% | -2.3% | -2.7% |
| 7D | -4.4% | -1.1% | -3.3% | -3.8% |
| 30D | -10.4% | -3.6% | -6.8% | -8.2% |
| 3M | -18.4% | +2.3% | -20.7% | -18.8% |
| 6M | -8.8% | +14.3% | -23.2% | -12.7% |
| YTD | +43.4% | +19.3% | +24.1% | +35.8% |
| 1Y | +21.0% | +22.6% | -1.6% | +14.2% |
| 3Y | +67.7% | +53.5% | +14.2% | +61.5% |
| All | +69.4% | +47.5% | +21.9% | +63.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling