+165.0%
IWD vs USHY
+48.0%
+117.0%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.4% |
| 7D | +2.3% | -0.4% | +2.7% | +3.0% |
| 30D | +3.6% | +0.6% | +3.0% | +2.6% |
| 3M | +2.2% | -2.0% | +4.2% | +5.7% |
| 6M | +13.0% | -0.5% | +13.5% | +14.1% |
| YTD | +26.5% | +0.6% | +25.9% | +25.5% |
| 1Y | +30.1% | +2.1% | +28.0% | +25.9% |
| 3Y | +84.9% | +25.3% | +59.6% | +29.1% |
| 5Y | +73.4% | +19.7% | +53.6% | +32.7% |
| All | +165.0% | +48.0% | +117.0% | +47.3% |
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 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