-26.3%
USAR vs IP
+27.2%
-53.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -4.0% | -5.6% | -8.9% |
| 7D | -29.5% | -5.0% | -24.5% | -28.9% |
| 30D | -46.0% | +6.5% | -52.5% | -46.5% |
| 3M | -56.8% | -18.0% | -38.7% | -55.8% |
| 6M | -72.9% | +10.3% | -83.3% | -73.2% |
| YTD | -37.6% | -9.9% | -27.8% | -37.8% |
| 1Y | -56.0% | -1.1% | -55.0% | -56.1% |
| 3Y | -27.5% | +13.0% | -40.5% | -28.7% |
| All | -26.3% | +27.2% | -53.5% | -27.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling