+74.9%
USAR vs IWD
+71.7%
+3.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | 0.0% |
| 7D | -2.1% | -0.3% | -1.8% | -1.9% |
| 30D | +2.6% | +0.6% | +2.0% | +2.3% |
| 3M | -35.0% | +7.2% | -42.2% | -38.0% |
| 6M | -6.9% | +16.2% | -23.1% | -15.0% |
| YTD | +48.0% | +23.3% | +24.6% | +33.5% |
| 1Y | +24.8% | +29.6% | -4.8% | +12.3% |
| 3Y | +73.2% | +70.5% | +2.8% | +62.5% |
| All | +74.9% | +71.7% | +3.2% | +64.0% |
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