-33.9%
USAR vs IRE
-82.8%
+48.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +10.2% | -10.0% | -1.9% |
| 7D | +2.3% | +58.9% | -56.6% | -8.0% |
| 30D | -8.6% | +17.2% | -25.8% | -14.1% |
| 3M | -20.5% | -58.6% | +38.1% | -12.7% |
| 6M | +1.2% | -23.5% | +24.7% | -9.9% |
| YTD | +48.4% | -47.4% | +95.8% | +31.8% |
| All | -33.9% | -82.8% | +48.9% | -38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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