+25.1%
USB vs IT
-43.9%
+69.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.1% |
| 7D | +1.4% | -7.5% | +8.9% | +3.0% |
| 30D | +6.4% | -1.2% | +7.6% | +6.3% |
| 3M | -4.5% | -2.2% | -2.3% | -4.8% |
| 6M | +11.4% | +19.1% | -7.7% | +5.0% |
| YTD | +17.1% | -25.1% | +42.2% | +23.6% |
| 1Y | +32.6% | -17.4% | +50.0% | +35.6% |
| 3Y | +101.8% | -54.1% | +155.9% | +146.8% |
| 5Y | +25.1% | -42.7% | +67.8% | +35.8% |
| All | +25.1% | -43.9% | +69.1% | +35.8% |
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