+115.6%
IWM vs USHY
+49.7%
+66.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | 0.0% |
| 7D | -2.5% | -0.7% | -1.8% | -1.0% |
| 30D | -4.4% | -0.5% | -3.9% | -3.3% |
| 3M | +2.2% | +0.5% | +1.7% | +1.2% |
| 6M | +14.0% | +1.5% | +12.5% | +10.9% |
| YTD | +17.4% | +1.7% | +15.6% | +13.7% |
| 1Y | +22.9% | +3.5% | +19.4% | +15.1% |
| 3Y | +62.1% | +27.2% | +34.9% | +2.4% |
| 5Y | +38.2% | +21.0% | +17.2% | -1.3% |
| All | +115.6% | +49.7% | +66.0% | +9.1% |
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