-19.0%
USAR vs IWF
+65.8%
-84.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +2.0% |
| 7D | -0.8% | +2.8% | -3.6% | -2.7% |
| 30D | -20.9% | -7.5% | -13.4% | -15.7% |
| 3M | -56.2% | -8.5% | -47.7% | -52.7% |
| 6M | -67.9% | -7.4% | -60.5% | -65.3% |
| YTD | -31.4% | -2.6% | -28.8% | -27.9% |
| 1Y | -45.1% | -1.8% | -43.2% | -42.2% |
| 3Y | -20.3% | +65.5% | -85.8% | -12.0% |
| All | -19.0% | +65.8% | -84.8% | -10.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling