+8,438.8%
USB vs IP
+364.8%
+8,074.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.4% | -1.2% |
| 7D | +1.4% | -5.3% | +6.7% | +3.7% |
| 30D | -1.3% | -10.9% | +9.5% | +3.4% |
| 3M | +15.2% | +11.2% | +4.1% | +8.6% |
| 6M | +18.8% | -10.2% | +29.1% | +21.2% |
| YTD | +21.0% | -2.0% | +23.0% | +18.0% |
| 1Y | +34.0% | -19.1% | +53.1% | +40.8% |
| 3Y | +95.3% | +20.9% | +74.5% | +66.1% |
| 5Y | +40.4% | -17.8% | +58.2% | +40.0% |
| 10Y | +107.3% | +23.5% | +83.8% | +70.7% |
| All | +8,438.8% | +364.8% | +8,074.0% | +3,259.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling