+59.3%
USAR vs IWF
+74.9%
-15.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.9% | -5.0% | -5.4% |
| 7D | -9.3% | -1.7% | -7.6% | -8.3% |
| 30D | -15.2% | -1.8% | -13.3% | -14.0% |
| 3M | -21.1% | +1.5% | -22.6% | -20.8% |
| 6M | -21.6% | +7.7% | -29.3% | -22.1% |
| YTD | +34.8% | +2.7% | +32.1% | +34.5% |
| 1Y | +15.6% | +6.8% | +8.9% | +15.5% |
| 3Y | +57.7% | +76.9% | -19.1% | +65.4% |
| All | +59.3% | +74.9% | -15.6% | +66.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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