-12.4%
IP vs USHY
+18.6%
-31.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -5.1% | -0.3% | -4.8% | -4.7% |
| 30D | +8.5% | 0.0% | +8.5% | +8.5% |
| 3M | -13.8% | -1.8% | -12.0% | -11.1% |
| 6M | +5.7% | -1.0% | +6.8% | +8.0% |
| YTD | -9.1% | +0.5% | -9.6% | -9.2% |
| 1Y | -0.8% | +1.9% | -2.7% | -2.9% |
| 3Y | +14.8% | +24.9% | -10.1% | -14.0% |
| All | -12.4% | +18.6% | -31.0% | -34.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling