-18.3%
USAR vs IWD
+72.2%
-90.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -0.4% | +11.2% | +11.1% |
| 7D | -14.5% | -0.5% | -14.0% | -14.2% |
| 30D | -37.8% | +2.7% | -40.5% | -39.0% |
| 3M | -52.8% | +0.9% | -53.6% | -52.9% |
| 6M | -71.2% | +10.5% | -81.8% | -73.0% |
| YTD | -30.9% | +23.7% | -54.6% | -37.7% |
| 1Y | -48.0% | +28.7% | -76.7% | -53.3% |
| 3Y | -19.7% | +79.7% | -99.4% | -24.7% |
| All | -18.3% | +72.2% | -90.5% | -23.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling