+156.2%
IWD vs USHY
+50.7%
+105.5%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -0.2% | 0.0% | -0.2% | -0.2% |
| 30D | -0.8% | 0.0% | -0.8% | -0.8% |
| 3M | +8.0% | +1.2% | +6.9% | +6.0% |
| 6M | +18.2% | +2.6% | +15.6% | +13.3% |
| YTD | +22.3% | +2.4% | +19.9% | +17.7% |
| 1Y | +28.9% | +4.2% | +24.6% | +20.5% |
| 3Y | +71.5% | +28.0% | +43.5% | +15.6% |
| 5Y | +73.6% | +21.8% | +51.8% | +29.2% |
| All | +156.2% | +50.7% | +105.5% | +38.2% |
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 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