-6.5%
IP vs USHY
+46.9%
-53.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -5.1% | -0.3% | -4.8% | -4.6% |
| 30D | +8.5% | 0.0% | +8.5% | +8.5% |
| 3M | -13.8% | -2.4% | -11.4% | -9.7% |
| 6M | +5.7% | -1.6% | +7.4% | +9.5% |
| YTD | -9.1% | -0.2% | -9.0% | -8.2% |
| 1Y | -0.8% | +1.2% | -2.1% | -2.3% |
| 3Y | +14.8% | +24.1% | -9.3% | -20.3% |
| 5Y | -11.5% | +18.1% | -29.6% | -31.7% |
| All | -6.5% | +46.9% | -53.4% | -50.4% |
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 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