+0.8%
IP vs USHY
+50.7%
-49.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | -5.3% | -0.1% | -5.1% | -5.0% |
| 30D | -10.9% | +0.1% | -10.9% | -11.0% |
| 3M | +11.2% | +0.8% | +10.3% | +9.7% |
| 6M | -10.2% | +1.7% | -12.0% | -12.7% |
| YTD | -2.0% | +2.5% | -4.5% | -5.8% |
| 1Y | -19.1% | +4.4% | -23.5% | -24.7% |
| 3Y | +20.9% | +27.4% | -6.5% | -20.2% |
| 5Y | -17.8% | +21.7% | -39.6% | -40.2% |
| All | +0.8% | +50.7% | -49.9% | -49.2% |
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