+55.4%
IOT vs USHY
+21.3%
+34.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.3% |
| 7D | -4.5% | -0.7% | -3.8% | -2.1% |
| 30D | -2.4% | -0.7% | -1.8% | +0.1% |
| 3M | +19.0% | +0.1% | +18.9% | +19.0% |
| 6M | +19.6% | +1.8% | +17.9% | +12.1% |
| YTD | +8.3% | +1.8% | +6.5% | +1.2% |
| 1Y | -0.8% | +3.3% | -4.1% | -11.9% |
| 3Y | +24.4% | +27.0% | -2.6% | -45.0% |
| All | +55.4% | +21.3% | +34.1% | +59.0% |
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