-19.9%
USAR vs IP
+26.1%
-45.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.1% | -0.3% | -2.0% |
| 7D | +8.8% | -0.9% | +9.6% | +9.0% |
| 30D | -28.5% | +6.7% | -35.2% | -29.0% |
| 3M | -56.2% | -16.6% | -39.6% | -55.2% |
| 6M | -68.4% | +6.0% | -74.4% | -68.6% |
| YTD | -32.2% | -10.7% | -21.5% | -32.2% |
| 1Y | -52.3% | -6.7% | -45.6% | -52.4% |
| 3Y | -21.2% | +17.1% | -38.3% | -22.3% |
| All | -19.9% | +26.1% | -45.9% | -20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 10y: compounded portfolio wealth divided by compounded IP 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…
10y analysis · Full analysis span regression · 6 months rolling