-21.4%
USAR vs IRM
+106.7%
-128.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.1% | -9.5% | -9.6% |
| 7D | -9.1% | -5.1% | -4.0% | -6.9% |
| 30D | -36.9% | -3.3% | -33.7% | -35.8% |
| 3M | -58.4% | -8.2% | -50.2% | -56.7% |
| 6M | -70.6% | -12.8% | -57.9% | -68.8% |
| YTD | -33.4% | +36.6% | -70.1% | -35.1% |
| 1Y | -54.0% | +11.9% | -65.9% | -54.7% |
| 3Y | -22.7% | +105.1% | -127.8% | -23.2% |
| All | -21.4% | +106.7% | -128.0% | -22.0% |
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