+91.7%
USB vs IRM
+456.9%
-365.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.9% |
| 7D | 0.0% | -8.6% | +8.6% | +3.1% |
| 30D | +5.8% | -8.0% | +13.8% | +8.7% |
| 3M | -6.0% | -12.0% | +6.0% | -2.0% |
| 6M | +7.8% | -18.2% | +25.9% | +14.9% |
| YTD | +14.6% | +31.4% | -16.8% | +0.5% |
| 1Y | +31.8% | +9.2% | +22.6% | +24.0% |
| 3Y | +91.5% | +94.6% | -3.1% | +36.0% |
| 5Y | +22.0% | +170.2% | -148.1% | -26.1% |
| All | +91.7% | +456.9% | -365.2% | -13.5% |
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