+17.6%
IVV vs USHY
+3.5%
+14.0%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | +0.7% |
| 7D | -2.0% | -0.7% | -1.3% | 0.0% |
| 30D | -1.6% | -0.5% | -1.1% | -0.2% |
| 3M | +4.8% | +0.5% | +4.2% | +3.4% |
| 6M | +12.6% | +1.5% | +11.1% | +8.6% |
| YTD | +11.8% | +1.7% | +10.0% | +7.2% |
| 1Y | +17.6% | +3.5% | +14.0% | +7.5% |
| All | +17.6% | +3.5% | +14.0% | +7.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling