+470.4%
USB vs IJR
+1,089.6%
-619.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.8% | +1.7% | +1.5% |
| 7D | -1.5% | -3.2% | +1.7% | +1.6% |
| 30D | +4.3% | -1.0% | +5.3% | +5.2% |
| 3M | -6.1% | -7.4% | +1.3% | +1.0% |
| 6M | +9.4% | +0.2% | +9.2% | +9.0% |
| YTD | +15.2% | +15.3% | -0.2% | +0.3% |
| 1Y | +32.8% | +17.5% | +15.3% | +13.5% |
| 3Y | +91.3% | +52.8% | +38.5% | +27.2% |
| 5Y | +22.7% | +23.6% | -1.0% | -0.1% |
| 10Y | +97.0% | +174.7% | -77.7% | -25.0% |
| All | +470.4% | +1,089.6% | -619.2% | -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