+89.2%
USB vs IT
+96.9%
-7.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.5% | +2.0% | +2.4% |
| 7D | +0.8% | -18.8% | +19.6% | +7.4% |
| 30D | +6.8% | -0.1% | +6.8% | +6.1% |
| 3M | -3.8% | +2.9% | -6.7% | -6.3% |
| 6M | +11.7% | +20.4% | -8.7% | +0.4% |
| YTD | +17.5% | -24.3% | +41.8% | +23.5% |
| 1Y | +33.8% | -17.2% | +50.9% | +35.2% |
| 3Y | +104.2% | -52.4% | +156.6% | +152.7% |
| 5Y | +26.4% | -43.7% | +70.1% | +39.5% |
| 10Y | +89.2% | +90.3% | -1.1% | +4.9% |
| All | +89.2% | +96.9% | -7.7% | +4.9% |
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