+41.2%
USB vs IT
-40.5%
+81.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.6% | +4.4% | +0.6% |
| 7D | +1.4% | -6.0% | +7.5% | +2.6% |
| 30D | -1.3% | 0.0% | -1.3% | -1.6% |
| 3M | +15.2% | +13.1% | +2.2% | +11.2% |
| 6M | +18.8% | +11.7% | +7.1% | +14.0% |
| YTD | +21.0% | -26.1% | +47.1% | +28.5% |
| 1Y | +34.0% | -21.3% | +55.3% | +38.7% |
| 3Y | +95.3% | -46.7% | +142.1% | +125.7% |
| All | +41.2% | -40.5% | +81.7% | +50.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling