+89.2%
USB vs IJR
+177.1%
-87.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.0% | -0.4% | -0.4% |
| 7D | +0.8% | +0.2% | +0.6% | +0.5% |
| 30D | +6.8% | +3.0% | +3.7% | +3.6% |
| 3M | -3.8% | -4.5% | +0.7% | +0.6% |
| 6M | +11.7% | +3.1% | +8.6% | +8.2% |
| YTD | +17.5% | +18.9% | -1.4% | -1.1% |
| 1Y | +33.8% | +21.7% | +12.1% | +10.0% |
| 3Y | +104.2% | +64.0% | +40.2% | +24.9% |
| 5Y | +26.4% | +27.6% | -1.2% | -1.2% |
| 10Y | +89.2% | +167.5% | -78.3% | -25.4% |
| All | +89.2% | +177.1% | -87.9% | -25.4% |
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