+33.1%
USB vs IRE
-97.0%
+130.1%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -23.2% | +25.1% | +2.0% |
| 7D | +2.4% | -46.8% | +49.2% | +2.7% |
| 30D | +6.6% | -75.5% | +82.1% | +7.5% |
| 3M | -4.1% | -79.4% | +75.3% | -3.3% |
| 6M | +12.5% | -91.3% | +103.7% | +13.4% |
| YTD | +17.6% | -90.8% | +108.5% | +17.2% |
| 1Y | +36.5% | -97.7% | +134.2% | +37.3% |
| All | +33.1% | -97.0% | +130.1% | +33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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