+108.7%
USB vs IRM
+418.8%
-310.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.9% |
| 7D | +1.4% | -0.5% | +1.9% | +1.6% |
| 30D | -1.3% | -8.1% | +6.8% | +1.7% |
| 3M | +15.2% | -9.7% | +24.9% | +19.1% |
| 6M | +18.8% | +10.0% | +8.8% | +13.4% |
| YTD | +21.0% | +43.0% | -22.0% | +3.6% |
| 1Y | +34.0% | +32.7% | +1.3% | +17.3% |
| 3Y | +95.3% | +102.7% | -7.4% | +38.5% |
| 5Y | +40.4% | +187.6% | -147.2% | -15.7% |
| All | +108.7% | +418.8% | -310.0% | -7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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