-21.2%
USAR vs IT
-53.6%
+32.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.2% | -2.5% |
| 7D | +8.8% | -3.7% | +12.4% | +8.2% |
| 30D | -28.5% | -3.1% | -25.4% | -28.7% |
| 3M | -56.2% | +6.3% | -62.5% | -55.6% |
| 6M | -68.4% | +24.8% | -93.2% | -66.7% |
| YTD | -32.2% | -24.4% | -7.8% | -31.0% |
| 1Y | -52.3% | -17.1% | -35.2% | -51.3% |
| All | -21.2% | -53.6% | +32.4% | -14.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling