-19.7%
USAR vs IP
+13.9%
-33.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +0.8% | +10.0% | +10.7% |
| 7D | -14.5% | -5.1% | -9.4% | -13.8% |
| 30D | -37.8% | +8.5% | -46.3% | -38.5% |
| 3M | -52.8% | -13.8% | -38.9% | -51.9% |
| 6M | -71.2% | +5.7% | -77.0% | -71.5% |
| YTD | -30.9% | -9.1% | -21.8% | -31.1% |
| 1Y | -48.0% | -0.8% | -47.2% | -48.2% |
| 3Y | -19.7% | +14.8% | -34.5% | -21.2% |
| All | -19.7% | +13.9% | -33.6% | -21.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling