+77.4%
IHY vs SPY
+585.7%
-508.3%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.3% |
| 7D | -0.7% | -2.0% | +1.2% | -0.3% |
| 30D | -0.4% | -1.7% | +1.3% | 0.0% |
| 3M | +0.5% | +4.7% | -4.3% | -0.6% |
| 6M | +1.5% | +12.5% | -11.0% | -1.2% |
| YTD | +1.3% | +11.7% | -10.4% | -1.3% |
| 1Y | +2.7% | +17.5% | -14.8% | -1.1% |
| 3Y | +28.0% | +76.6% | -48.6% | +11.6% |
| 5Y | +10.0% | +82.0% | -72.0% | -5.5% |
| 10Y | +43.7% | +317.1% | -273.4% | +3.9% |
| All | +77.4% | +585.7% | -508.3% | +16.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling