+22.1%
IP vs USHY
+26.1%
-4.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.5% | -1.8% |
| 7D | -2.8% | -0.2% | -2.6% | -2.1% |
| 30D | +9.2% | +0.5% | +8.7% | +7.7% |
| 3M | -16.1% | -1.2% | -15.0% | -13.0% |
| 6M | +9.6% | -0.1% | +9.7% | +10.5% |
| YTD | -8.8% | +1.1% | -9.9% | -10.8% |
| 1Y | -5.5% | +2.0% | -7.5% | -9.7% |
| All | +22.1% | +26.1% | -4.0% | -27.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling