+7.1%
USAR vs ITW
+4.8%
+2.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.1% | -4.1% | -3.2% |
| 7D | -11.6% | -0.7% | -10.9% | -11.5% |
| 30D | -15.5% | -8.3% | -7.2% | -14.4% |
| 3M | -31.0% | +6.0% | -37.1% | -33.1% |
| 6M | -26.2% | 0.0% | -26.2% | -28.1% |
| YTD | +30.8% | +10.2% | +20.5% | +27.3% |
| 1Y | +7.1% | +3.2% | +3.9% | +5.1% |
| All | +7.1% | +4.8% | +2.3% | +5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 1y: compounded portfolio wealth divided by compounded ITW 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…
1y analysis · Full analysis span regression · 6 months rolling