+69.4%
USAR vs IT
-53.5%
+122.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.7% | -1.7% | -3.6% |
| 7D | -4.4% | -9.1% | +4.7% | -5.4% |
| 30D | -10.4% | -12.2% | +1.8% | -11.6% |
| 3M | -18.4% | +7.8% | -26.2% | -16.0% |
| 6M | -8.8% | +2.0% | -10.8% | -6.3% |
| YTD | +43.4% | -32.7% | +76.1% | +43.3% |
| 1Y | +21.0% | -31.1% | +52.1% | +21.0% |
| 3Y | +67.7% | -52.1% | +119.8% | +74.6% |
| All | +69.4% | -53.5% | +122.9% | +75.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling