+98.3%
USB vs IP
+21.5%
+76.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.4% | -0.9% |
| 7D | +1.4% | -5.3% | +6.7% | +3.0% |
| 30D | -1.3% | -10.9% | +9.5% | +1.8% |
| 3M | +15.2% | +11.2% | +4.1% | +10.7% |
| 6M | +18.8% | -10.2% | +29.1% | +21.5% |
| YTD | +21.0% | -2.0% | +23.0% | +19.5% |
| 1Y | +34.0% | -19.1% | +53.1% | +40.7% |
| All | +98.3% | +21.5% | +76.8% | +71.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 3y: compounded portfolio wealth divided by compounded IP 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…
3y analysis · Full analysis span regression · 6 months rolling