+92.7%
USB vs IT
+109.0%
-16.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.4% | +2.3% | -0.7% |
| 7D | -1.5% | -12.0% | +10.5% | +2.3% |
| 30D | +4.3% | +7.1% | -2.8% | +1.3% |
| 3M | -6.1% | +6.3% | -12.3% | -9.4% |
| 6M | +9.4% | +32.5% | -23.1% | -5.1% |
| YTD | +15.2% | -21.5% | +36.7% | +19.7% |
| 1Y | +32.8% | -16.5% | +49.2% | +34.1% |
| 3Y | +91.3% | -48.8% | +140.1% | +129.8% |
| 5Y | +22.7% | -40.2% | +62.9% | +32.2% |
| All | +92.7% | +109.0% | -16.3% | +3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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