+30.7%
IVZ vs USHY
+1.9%
+28.8%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.7% | +3.5% | +1.2% |
| 7D | +2.6% | -0.2% | +2.8% | +3.6% |
| 30D | -3.5% | +0.7% | -4.2% | -6.3% |
| 3M | -7.4% | -2.2% | -5.2% | +3.2% |
| 6M | +14.7% | -0.9% | +15.6% | +20.4% |
| YTD | +14.6% | +0.2% | +14.5% | +17.8% |
| 1Y | +30.7% | +1.7% | +29.0% | +25.3% |
| All | +30.7% | +1.9% | +28.8% | +25.3% |
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