-18.6%
USAR vs IP
+32.4%
-51.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.5% | -7.4% | -6.1% |
| 7D | -21.8% | +3.4% | -25.1% | -22.2% |
| 30D | -39.9% | +11.2% | -51.2% | -40.8% |
| 3M | -52.5% | -14.8% | -37.8% | -51.8% |
| 6M | -67.9% | +17.3% | -85.2% | -68.5% |
| YTD | -31.1% | -6.2% | -24.9% | -31.7% |
| 1Y | -49.8% | +2.3% | -52.2% | -50.3% |
| 3Y | -19.9% | +17.7% | -37.6% | -21.7% |
| All | -18.6% | +32.4% | -51.0% | -20.2% |
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 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