+152.5%
IVZ vs USHY
+25.4%
+127.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.9% |
| 7D | +7.6% | -0.4% | +8.0% | +9.7% |
| 30D | +4.3% | +0.6% | +3.7% | +1.9% |
| 3M | -9.3% | -2.0% | -7.3% | -0.4% |
| 6M | +5.2% | -0.5% | +5.8% | +8.7% |
| YTD | +13.4% | +0.6% | +12.8% | +12.1% |
| 1Y | +25.4% | +2.1% | +23.3% | +16.0% |
| 3Y | +152.5% | +25.3% | +127.2% | +5.0% |
| All | +152.5% | +25.4% | +127.1% | +5.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling