+8,200.6%
USB vs IP
+345.0%
+7,855.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +1.3% |
| 7D | +2.4% | +3.4% | -1.0% | +0.9% |
| 30D | +6.6% | +11.2% | -4.7% | +1.6% |
| 3M | -4.1% | -14.8% | +10.7% | +2.0% |
| 6M | +12.5% | +17.3% | -4.8% | +3.0% |
| YTD | +17.6% | -6.2% | +23.8% | +16.4% |
| 1Y | +36.5% | +2.3% | +34.2% | +29.9% |
| 3Y | +95.4% | +17.7% | +77.7% | +67.3% |
| 5Y | +26.1% | -8.4% | +34.6% | +19.7% |
| 10Y | +101.3% | +32.1% | +69.2% | +61.3% |
| All | +8,200.6% | +345.0% | +7,855.7% | +3,214.6% |
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