+102.9%
USB vs IT
-53.1%
+155.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.2% | -0.4% |
| 7D | -0.5% | -6.8% | +6.3% | +0.4% |
| 30D | +5.7% | -0.6% | +6.3% | +5.6% |
| 3M | -4.7% | +3.1% | -7.8% | -5.5% |
| 6M | +13.4% | +25.5% | -12.1% | +8.3% |
| YTD | +17.0% | -23.5% | +40.5% | +23.2% |
| 1Y | +32.4% | -16.6% | +49.0% | +36.1% |
| All | +102.9% | -53.1% | +155.9% | +155.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling