-19.0%
USAR vs IVZ
+90.2%
-109.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.4% | -1.2% | +0.4% |
| 7D | -0.8% | +7.6% | -8.4% | -3.1% |
| 30D | -20.9% | +4.3% | -25.3% | -21.8% |
| 3M | -56.2% | -9.3% | -46.8% | -54.8% |
| 6M | -67.9% | +5.2% | -73.1% | -68.0% |
| YTD | -31.4% | +13.4% | -44.9% | -33.2% |
| 1Y | -45.1% | +25.4% | -70.4% | -46.7% |
| 3Y | -20.3% | +152.5% | -172.8% | -19.8% |
| All | -19.0% | +90.2% | -109.2% | -18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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