-19.9%
USAR vs IVZ
+85.8%
-105.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -2.2% |
| 7D | +8.8% | +5.1% | +3.6% | +7.1% |
| 30D | -28.5% | -1.6% | -26.9% | -27.9% |
| 3M | -56.2% | -9.1% | -47.0% | -54.7% |
| 6M | -68.4% | +1.8% | -70.2% | -68.2% |
| YTD | -32.2% | +10.8% | -43.0% | -33.5% |
| 1Y | -52.3% | +19.1% | -71.4% | -53.4% |
| 3Y | -21.2% | +144.4% | -165.6% | -20.0% |
| All | -19.9% | +85.8% | -105.7% | -18.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling