+82.2%
IVV vs USHY
+21.9%
+60.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +0.5% | 0.0% | +0.5% | +0.5% |
| 30D | -1.0% | 0.0% | -0.9% | -0.9% |
| 3M | +3.9% | +1.2% | +2.7% | +1.9% |
| 6M | +14.5% | +2.6% | +11.9% | +9.8% |
| YTD | +12.9% | +2.4% | +10.5% | +8.6% |
| 1Y | +19.4% | +4.2% | +15.1% | +11.6% |
| 3Y | +78.8% | +28.0% | +50.8% | +22.2% |
| 5Y | +82.2% | +21.8% | +60.4% | +47.7% |
| All | +82.2% | +21.9% | +60.3% | +47.7% |
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