-45.1%
USAR vs IWF
-3.4%
-41.7%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +4.1% |
| 7D | -0.8% | +2.8% | -3.6% | -7.7% |
| 30D | -20.9% | -7.5% | -13.4% | -1.4% |
| 3M | -56.2% | -8.5% | -47.7% | -43.0% |
| 6M | -67.9% | -7.4% | -60.5% | -57.8% |
| YTD | -31.4% | -2.6% | -28.8% | -20.7% |
| 1Y | -45.1% | -1.8% | -43.2% | -36.8% |
| All | -45.1% | -3.4% | -41.7% | -36.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling