-49.8%
USAR vs IOT
+8.2%
-58.0%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +4.1% | -10.0% | -6.1% |
| 7D | -21.8% | -0.5% | -21.3% | -21.7% |
| 30D | -39.9% | +1.0% | -40.9% | -40.0% |
| 3M | -52.5% | +10.9% | -63.4% | -53.0% |
| 6M | -67.9% | +39.9% | -107.8% | -69.0% |
| YTD | -31.1% | +20.8% | -51.9% | -28.2% |
| 1Y | -49.8% | +10.6% | -60.4% | -46.7% |
| All | -49.8% | +8.2% | -58.0% | -46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 1y: compounded portfolio wealth divided by compounded IOT 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…
1y analysis · Full analysis span regression · 6 months rolling