+24.4%
USB vs IJR
+29.0%
-4.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.9% |
| 7D | -0.5% | -0.4% | -0.1% | -0.2% |
| 30D | +5.7% | +3.5% | +2.2% | +2.2% |
| 3M | -4.7% | -3.8% | -0.9% | -1.2% |
| 6M | +13.4% | +4.3% | +9.1% | +8.6% |
| YTD | +17.0% | +19.4% | -2.4% | -1.8% |
| 1Y | +32.4% | +20.5% | +11.8% | +10.0% |
| 3Y | +101.7% | +63.0% | +38.6% | +24.3% |
| 5Y | +24.4% | +28.6% | -4.2% | -3.8% |
| All | +24.4% | +29.0% | -4.6% | -3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling