+98.3%
USB vs IRM
+103.0%
-4.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.7% |
| 7D | +1.4% | -0.5% | +1.9% | +1.5% |
| 30D | -1.3% | -8.1% | +6.8% | +0.9% |
| 3M | +15.2% | -9.7% | +24.9% | +18.2% |
| 6M | +18.8% | +10.0% | +8.8% | +14.7% |
| YTD | +21.0% | +43.0% | -22.0% | +6.7% |
| 1Y | +34.0% | +32.7% | +1.3% | +20.2% |
| All | +98.3% | +103.0% | -4.7% | +20.0% |
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