+635.1%
IBKR vs USHY
+49.7%
+585.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.1% |
| 7D | -1.3% | -0.7% | -0.7% | -0.2% |
| 30D | -0.2% | -0.7% | +0.5% | +1.0% |
| 3M | +3.0% | +0.1% | +2.9% | +3.0% |
| 6M | +33.9% | +1.8% | +32.1% | +30.8% |
| YTD | +42.5% | +1.8% | +40.7% | +39.5% |
| 1Y | +44.9% | +3.3% | +41.6% | +38.6% |
| 3Y | +293.0% | +27.0% | +266.0% | +176.8% |
| 5Y | +497.7% | +21.0% | +476.6% | +362.6% |
| All | +635.1% | +49.7% | +585.4% | +299.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling