+65.7%
USB vs IR
+322.3%
-256.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -1.2% |
| 7D | 0.0% | +3.7% | -3.7% | -1.8% |
| 30D | +5.8% | +7.4% | -1.6% | +1.8% |
| 3M | -6.0% | -5.9% | 0.0% | -3.6% |
| 6M | +7.8% | +5.6% | +2.2% | +3.7% |
| YTD | +14.6% | +4.8% | +9.8% | +9.4% |
| 1Y | +31.8% | +6.9% | +24.8% | +24.4% |
| 3Y | +91.5% | +27.6% | +64.0% | +61.7% |
| 5Y | +22.0% | +45.8% | -23.8% | -5.0% |
| All | +65.7% | +322.3% | -256.5% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 10y: compounded portfolio wealth divided by compounded IR 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…
10y analysis · Full analysis span regression · 6 months rolling