+69.4%
USAR vs IWF
+76.6%
-7.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.9% | -3.1% |
| 7D | -4.4% | +0.5% | -5.0% | -4.8% |
| 30D | -10.4% | -1.4% | -9.0% | -9.5% |
| 3M | -18.4% | +0.4% | -18.8% | -17.9% |
| 6M | -8.8% | +8.5% | -17.3% | -10.0% |
| YTD | +43.4% | +3.7% | +39.7% | +42.2% |
| 1Y | +21.0% | +8.5% | +12.5% | +20.1% |
| 3Y | +67.7% | +78.5% | -10.8% | +74.8% |
| All | +69.4% | +76.6% | -7.2% | +76.3% |
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