+96.6%
USB vs IR
+29.2%
+67.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.4% | +2.1% |
| 7D | +2.4% | +11.6% | -9.2% | -2.5% |
| 30D | +6.6% | +7.2% | -0.6% | +3.1% |
| 3M | -4.1% | -5.9% | +1.8% | -1.7% |
| 6M | +12.5% | +11.5% | +1.0% | +5.8% |
| YTD | +17.6% | +6.3% | +11.3% | +11.8% |
| 1Y | +36.5% | +9.1% | +27.4% | +27.8% |
| All | +96.6% | +29.2% | +67.4% | +62.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling