+34.6%
IVZ vs USHY
+50.7%
-16.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.2% |
| 7D | +0.6% | -0.1% | +0.8% | +1.0% |
| 30D | +4.0% | +0.1% | +3.9% | +3.8% |
| 3M | +18.2% | +0.8% | +17.4% | +15.7% |
| 6M | +32.8% | +1.7% | +31.1% | +27.3% |
| YTD | +28.7% | +2.5% | +26.3% | +21.0% |
| 1Y | +55.4% | +4.4% | +51.0% | +38.7% |
| 3Y | +135.2% | +27.4% | +107.8% | +25.0% |
| 5Y | +64.2% | +21.7% | +42.5% | +3.5% |
| All | +34.6% | +50.7% | -16.1% | -44.9% |
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