+233.1%
IGV vs USHY
+49.7%
+183.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -2.9% | -0.7% | -2.2% | -1.5% |
| 30D | -1.5% | -0.7% | -0.8% | -0.1% |
| 3M | +11.7% | +0.1% | +11.6% | +11.7% |
| 6M | +18.4% | +1.8% | +16.7% | +14.5% |
| YTD | -3.9% | +1.8% | -5.7% | -7.1% |
| 1Y | -9.7% | +3.3% | -13.0% | -15.1% |
| 3Y | +38.4% | +27.0% | +11.5% | -12.5% |
| 5Y | +21.6% | +21.0% | +0.6% | -13.7% |
| All | +233.1% | +49.7% | +183.4% | +67.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling