+54.5%
USAR vs IT
-50.8%
+105.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +5.3% | -8.2% | -2.4% |
| 7D | -11.6% | -3.7% | -8.0% | -12.0% |
| 30D | -15.5% | +0.1% | -15.6% | -15.3% |
| 3M | -31.0% | +20.7% | -51.7% | -28.3% |
| 6M | -26.2% | +12.0% | -38.2% | -23.4% |
| YTD | +30.8% | -28.8% | +59.6% | +31.6% |
| 1Y | +7.1% | -25.5% | +32.6% | +8.0% |
| 3Y | +53.0% | -48.8% | +101.7% | +60.4% |
| All | +54.5% | -50.8% | +105.3% | +61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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