+8.0%
IEF vs USHY
+50.4%
-42.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -0.3% | -0.1% | -0.2% | -0.3% |
| 30D | -0.6% | 0.0% | -0.5% | -0.6% |
| 3M | -1.0% | +0.8% | -1.8% | -1.1% |
| 6M | -3.1% | +1.9% | -5.0% | -3.3% |
| YTD | -1.9% | +2.3% | -4.1% | -2.1% |
| 1Y | -1.4% | +4.1% | -5.5% | -1.9% |
| 3Y | +9.8% | +27.8% | -18.0% | +6.9% |
| 5Y | -8.8% | +21.5% | -30.3% | -12.7% |
| All | +8.0% | +50.4% | -42.4% | +7.0% |
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 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