+66.6%
USB vs IR
+316.5%
-249.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.8% | +0.7% | -0.7% |
| 7D | -1.5% | +2.3% | -3.8% | -2.6% |
| 30D | +4.3% | +3.3% | +1.0% | +2.3% |
| 3M | -6.1% | -9.0% | +3.0% | -2.2% |
| 6M | +9.4% | +8.0% | +1.4% | +4.0% |
| YTD | +15.2% | +3.4% | +11.8% | +10.7% |
| 1Y | +32.8% | +4.5% | +28.2% | +26.7% |
| 3Y | +91.3% | +25.6% | +65.7% | +62.8% |
| 5Y | +22.7% | +43.8% | -21.1% | -3.8% |
| All | +66.6% | +316.5% | -249.9% | -13.8% |
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