-19.0%
USAR vs IWD
+76.1%
-95.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +0.9% |
| 7D | -0.8% | +2.3% | -3.1% | -2.4% |
| 30D | -20.9% | +3.6% | -24.5% | -22.9% |
| 3M | -56.2% | +2.2% | -58.3% | -56.8% |
| 6M | -67.9% | +13.0% | -80.9% | -70.4% |
| YTD | -31.4% | +26.5% | -57.9% | -39.2% |
| 1Y | -45.1% | +30.1% | -75.2% | -51.4% |
| 3Y | -20.3% | +84.9% | -105.2% | -26.6% |
| All | -19.0% | +76.1% | -95.0% | -25.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling