+63.3%
IWM vs USHY
+27.6%
+35.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -0.7% |
| 7D | -1.1% | -0.1% | -1.0% | -0.7% |
| 30D | -3.1% | 0.0% | -3.1% | -2.9% |
| 3M | +2.2% | +0.8% | +1.4% | -0.4% |
| 6M | +15.1% | +1.9% | +13.2% | +8.7% |
| YTD | +18.6% | +2.3% | +16.3% | +11.1% |
| 1Y | +24.0% | +4.1% | +19.8% | +9.9% |
| All | +63.3% | +27.6% | +35.7% | -12.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling