+44.7%
IBKR vs USHY
+4.6%
+40.1%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.3% | -0.2% |
| 7D | -3.3% | -0.1% | -3.1% | -2.4% |
| 30D | +4.5% | +0.1% | +4.4% | +4.2% |
| 3M | +6.5% | +0.8% | +5.7% | +2.4% |
| 6M | +34.2% | +1.7% | +32.5% | +24.3% |
| YTD | +44.5% | +2.5% | +42.0% | +30.3% |
| 1Y | +44.7% | +4.4% | +40.3% | +24.0% |
| All | +44.7% | +4.6% | +40.1% | +24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 1y: compounded portfolio wealth divided by compounded USHY 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…
1y analysis · Full analysis span regression · 6 months rolling