-52.3%
USAR vs IRM
+16.9%
-69.2%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.9% | -4.3% | -4.5% |
| 7D | +8.8% | +8.6% | +0.2% | -0.7% |
| 30D | -28.5% | 0.0% | -28.4% | -28.4% |
| 3M | -56.2% | -7.1% | -49.0% | -52.3% |
| 6M | -68.4% | -7.9% | -60.5% | -65.5% |
| YTD | -32.2% | +41.3% | -73.5% | -57.8% |
| 1Y | -52.3% | +20.7% | -73.0% | -56.7% |
| All | -52.3% | +16.9% | -69.2% | -56.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 1y: compounded portfolio wealth divided by compounded IRM 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…
1y analysis · Full analysis span regression · 6 months rolling