+467.5%
USB vs IJR
+1,090.9%
-623.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.6% |
| 7D | 0.0% | -1.9% | +1.9% | +1.8% |
| 30D | +5.8% | +0.4% | +5.4% | +5.4% |
| 3M | -6.0% | -6.6% | +0.6% | +0.2% |
| 6M | +7.8% | -0.3% | +8.0% | +7.8% |
| YTD | +14.6% | +15.5% | -0.9% | -0.3% |
| 1Y | +31.8% | +19.2% | +12.6% | +11.1% |
| 3Y | +91.5% | +54.6% | +37.0% | +26.0% |
| 5Y | +22.0% | +23.8% | -1.7% | -0.7% |
| 10Y | +96.1% | +175.0% | -79.0% | -25.5% |
| All | +467.5% | +1,090.9% | -623.4% | -47.4% |
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 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