+26.2%
IVZ vs USHY
+2.0%
+24.2%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.3% | +6.4% | +5.3% |
| 7D | +4.1% | +0.8% | +3.3% | +0.7% |
| 30D | -2.0% | +0.2% | -2.3% | -2.8% |
| 3M | -7.8% | -1.7% | -6.2% | +0.3% |
| 6M | +6.3% | -0.6% | +7.0% | +10.5% |
| YTD | +12.6% | +0.8% | +11.8% | +12.6% |
| All | +26.2% | +2.0% | +24.2% | +21.2% |
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