+9.8%
IHY vs SPY
+82.3%
-72.4%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -0.9% | -0.3% |
| 7D | -0.7% | -0.8% | +0.1% | -0.5% |
| 30D | -0.5% | -1.1% | +0.6% | -0.2% |
| 3M | -0.2% | +3.9% | -4.1% | -1.3% |
| 6M | +1.7% | +13.6% | -11.9% | -1.8% |
| YTD | +1.2% | +12.7% | -11.5% | -2.2% |
| 1Y | +2.3% | +17.5% | -15.2% | -2.3% |
| 3Y | +27.5% | +76.9% | -49.4% | +6.6% |
| All | +9.8% | +82.3% | -72.4% | -11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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