+154.0%
IWD vs USHY
+49.7%
+104.3%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | +0.5% |
| 7D | -2.3% | -0.7% | -1.6% | -1.1% |
| 30D | -1.8% | -0.5% | -1.2% | -0.9% |
| 3M | +8.0% | +0.5% | +7.5% | +7.1% |
| 6M | +17.0% | +1.5% | +15.5% | +14.2% |
| YTD | +21.3% | +1.7% | +19.5% | +18.0% |
| 1Y | +27.9% | +3.5% | +24.4% | +21.0% |
| 3Y | +70.1% | +27.2% | +42.9% | +15.9% |
| 5Y | +74.2% | +21.0% | +53.2% | +31.0% |
| All | +154.0% | +49.7% | +104.3% | +38.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling