-13.0%
USAR vs IWD
+75.6%
-88.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +2.0% | +4.5% | +4.9% |
| 7D | -1.1% | +1.3% | -2.3% | -1.9% |
| 30D | -30.3% | +3.6% | -33.8% | -32.0% |
| 3M | -54.7% | +2.3% | -57.0% | -55.4% |
| 6M | -67.5% | +13.0% | -80.5% | -70.0% |
| YTD | -26.4% | +26.2% | -52.6% | -34.6% |
| 1Y | -49.5% | +30.5% | -80.0% | -55.3% |
| 3Y | -14.5% | +86.2% | -100.7% | -21.0% |
| All | -13.0% | +75.6% | -88.6% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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