+75.4%
USAR vs IR
+14.1%
+61.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.6% |
| 7D | +2.3% | +0.6% | +1.7% | +2.2% |
| 30D | -8.6% | -13.6% | +5.0% | -6.2% |
| 3M | -20.5% | +3.7% | -24.2% | -21.2% |
| 6M | +1.2% | -13.1% | +14.3% | +2.0% |
| YTD | +48.4% | -5.1% | +53.5% | +50.3% |
| 1Y | +30.6% | -6.5% | +37.1% | +32.4% |
| 3Y | +73.6% | +8.5% | +65.1% | +83.0% |
| All | +75.4% | +14.1% | +61.3% | +85.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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