+499.3%
USB vs IJR
+1,153.0%
-653.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.9% |
| 6M | +18.8% | +12.4% | +6.4% | +6.0% |
| YTD | +21.0% | +21.5% | -0.5% | +0.3% |
| 1Y | +34.0% | +24.0% | +10.0% | +8.7% |
| 3Y | +95.3% | +49.7% | +45.6% | +32.9% |
| 5Y | +40.4% | +39.7% | +0.7% | +1.7% |
| 10Y | +107.3% | +169.0% | -61.7% | -19.7% |
| All | +499.3% | +1,153.0% | -653.7% | -47.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling