+91.5%
USB vs IRM
+90.1%
+1.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.7% |
| 7D | 0.0% | -8.6% | +8.6% | +2.1% |
| 30D | +5.8% | -8.0% | +13.8% | +7.8% |
| 3M | -6.0% | -12.0% | +6.0% | -3.2% |
| 6M | +7.8% | -18.2% | +25.9% | +12.8% |
| YTD | +14.6% | +31.4% | -16.8% | +3.8% |
| 1Y | +31.8% | +9.2% | +22.6% | +26.3% |
| 3Y | +91.5% | +94.6% | -3.1% | +13.0% |
| All | +91.5% | +90.1% | +1.5% | +13.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling