+41.2%
USB vs IJR
+39.7%
+1.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.6% | -0.6% |
| 7D | +1.4% | -0.2% | +1.6% | +1.6% |
| 30D | -1.3% | -2.4% | +1.1% | +1.0% |
| 3M | +15.2% | +3.9% | +11.3% | +10.8% |
| 6M | +18.8% | +12.4% | +6.4% | +5.9% |
| YTD | +21.0% | +21.5% | -0.5% | 0.0% |
| 1Y | +34.0% | +24.0% | +10.0% | +8.4% |
| 3Y | +95.3% | +49.7% | +45.6% | +31.3% |
| All | +41.2% | +39.7% | +1.4% | -0.8% |
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