+73.6%
USAR vs IVZ
+140.4%
-66.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.9% |
| 7D | +2.3% | +1.1% | +1.2% | +2.0% |
| 30D | -8.6% | +3.1% | -11.7% | -9.3% |
| 3M | -20.5% | +18.2% | -38.7% | -23.6% |
| 6M | +1.2% | +38.6% | -37.4% | -5.1% |
| YTD | +48.4% | +25.9% | +22.5% | +39.7% |
| 1Y | +30.6% | +51.7% | -21.1% | +22.5% |
| 3Y | +73.6% | +138.7% | -65.0% | +69.7% |
| All | +73.6% | +140.4% | -66.7% | +69.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling