+74.9%
USAR vs IVZ
+115.8%
-41.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.8% |
| 7D | -2.1% | +0.6% | -2.8% | -2.3% |
| 30D | +2.6% | +4.0% | -1.4% | +1.6% |
| 3M | -35.0% | +18.2% | -53.2% | -37.5% |
| 6M | -6.9% | +32.8% | -39.7% | -12.6% |
| YTD | +48.0% | +28.7% | +19.2% | +38.7% |
| 1Y | +24.8% | +55.4% | -30.6% | +16.6% |
| 3Y | +73.2% | +135.2% | -62.0% | +68.3% |
| All | +74.9% | +115.8% | -41.0% | +70.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling