+115.8%
IJR vs USHY
+49.7%
+66.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | +0.1% |
| 7D | -2.3% | -0.7% | -1.6% | -0.8% |
| 30D | -4.7% | -0.5% | -4.2% | -3.6% |
| 3M | +2.1% | +0.5% | +1.6% | +1.1% |
| 6M | +13.9% | +1.5% | +12.4% | +10.7% |
| YTD | +18.2% | +1.7% | +16.5% | +14.5% |
| 1Y | +21.8% | +3.5% | +18.3% | +14.0% |
| 3Y | +52.2% | +27.2% | +25.0% | -3.0% |
| 5Y | +40.1% | +21.0% | +19.1% | +0.7% |
| All | +115.8% | +49.7% | +66.1% | +9.3% |
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