+311.0%
IWF vs USHY
+50.7%
+260.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +1.5% | 0.0% | +1.5% | +1.4% |
| 30D | -1.3% | 0.0% | -1.2% | -1.2% |
| 3M | +0.1% | +1.2% | -1.0% | -1.9% |
| 6M | +10.3% | +2.6% | +7.6% | +5.3% |
| YTD | +4.2% | +2.4% | +1.7% | -0.2% |
| 1Y | +9.3% | +4.2% | +5.1% | +1.4% |
| 3Y | +79.3% | +28.0% | +51.3% | +15.3% |
| 5Y | +73.8% | +21.8% | +52.0% | +25.0% |
| All | +311.0% | +50.7% | +260.3% | +110.6% |
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 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