-14.6%
IP vs USHY
+19.8%
-34.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.4% |
| 7D | -0.9% | -0.3% | -0.6% | -0.3% |
| 30D | +6.7% | +0.3% | +6.4% | +6.2% |
| 3M | -16.6% | -1.7% | -14.9% | -14.0% |
| 6M | +6.0% | -0.4% | +6.4% | +7.2% |
| YTD | -10.7% | +0.7% | -11.4% | -11.1% |
| 1Y | -6.7% | +1.8% | -8.5% | -8.6% |
| 3Y | +17.1% | +25.3% | -8.2% | -12.8% |
| 5Y | -14.6% | +19.9% | -34.4% | -36.4% |
| All | -14.6% | +19.8% | -34.3% | -36.4% |
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 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