+75.4%
USAR vs IRM
+114.9%
-39.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.5% |
| 7D | +2.3% | +1.6% | +0.7% | +1.6% |
| 30D | -8.6% | -4.2% | -4.5% | -7.1% |
| 3M | -20.5% | -5.4% | -15.1% | -19.0% |
| 6M | +1.2% | +12.0% | -10.8% | 0.0% |
| YTD | +48.4% | +42.0% | +6.4% | +41.5% |
| 1Y | +30.6% | +29.9% | +0.8% | +26.8% |
| 3Y | +73.6% | +104.4% | -30.7% | +68.6% |
| All | +75.4% | +114.9% | -39.5% | +70.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling