+246.8%
IVV vs USHY
+50.7%
+196.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +0.1% | -0.1% | +0.2% | +0.3% |
| 30D | +0.1% | +0.1% | 0.0% | -0.1% |
| 3M | +2.0% | +0.8% | +1.2% | +0.6% |
| 6M | +13.0% | +1.7% | +11.3% | +9.9% |
| YTD | +13.6% | +2.5% | +11.1% | +9.1% |
| 1Y | +20.1% | +4.4% | +15.7% | +11.7% |
| 3Y | +77.6% | +27.4% | +50.2% | +18.7% |
| 5Y | +82.5% | +21.7% | +60.7% | +34.2% |
| All | +246.8% | +50.7% | +196.0% | +83.9% |
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