+84.9%
USB vs IJR
+164.5%
-79.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | 0.0% |
| 7D | +1.4% | +0.1% | +1.3% | +1.3% |
| 30D | +6.4% | +2.6% | +3.8% | +3.7% |
| 3M | -4.5% | -4.3% | -0.2% | -0.4% |
| 6M | +11.4% | +2.7% | +8.6% | +8.2% |
| YTD | +17.1% | +18.5% | -1.4% | -1.1% |
| 1Y | +32.6% | +20.1% | +12.5% | +10.5% |
| 3Y | +101.8% | +61.7% | +40.1% | +25.1% |
| 5Y | +25.1% | +28.5% | -3.4% | -2.9% |
| 10Y | +84.9% | +161.6% | -76.7% | -25.5% |
| All | +84.9% | +164.5% | -79.6% | -25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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