+70.2%
USB vs IR
+328.3%
-258.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.4% | +2.1% |
| 7D | +2.4% | +11.6% | -9.2% | -3.1% |
| 30D | +6.6% | +7.2% | -0.6% | +2.7% |
| 3M | -4.1% | -5.9% | +1.8% | -1.7% |
| 6M | +12.5% | +11.5% | +1.0% | +5.3% |
| YTD | +17.6% | +6.3% | +11.3% | +11.5% |
| 1Y | +36.5% | +9.1% | +27.4% | +27.6% |
| 3Y | +95.4% | +29.2% | +66.2% | +64.0% |
| 5Y | +26.1% | +48.2% | -22.0% | -2.5% |
| All | +70.2% | +328.3% | -258.2% | -13.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling