-6.2%
IP vs USHY
+48.7%
-54.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.5% | -1.6% |
| 7D | -2.8% | -0.2% | -2.6% | -2.3% |
| 30D | +9.2% | +0.5% | +8.7% | +8.3% |
| 3M | -16.1% | -1.2% | -15.0% | -14.1% |
| 6M | +9.6% | -0.1% | +9.7% | +10.2% |
| YTD | -8.8% | +1.1% | -9.9% | -10.0% |
| 1Y | -5.5% | +2.0% | -7.5% | -8.2% |
| 3Y | +19.6% | +25.8% | -6.2% | -19.0% |
| 5Y | -13.5% | +20.4% | -33.8% | -35.6% |
| All | -6.2% | +48.7% | -54.9% | -51.4% |
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