+62.1%
IYR vs USHY
+49.7%
+12.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.7% |
| 7D | -1.4% | -0.7% | -0.7% | -0.1% |
| 30D | -2.7% | -0.7% | -2.0% | -1.4% |
| 3M | -2.1% | +0.1% | -2.2% | -2.2% |
| 6M | +3.6% | +1.8% | +1.8% | +0.3% |
| YTD | +8.1% | +1.8% | +6.4% | +4.7% |
| 1Y | +4.7% | +3.3% | +1.4% | -1.3% |
| 3Y | +29.1% | +27.0% | +2.2% | -15.6% |
| 5Y | +6.9% | +21.0% | -14.1% | -22.3% |
| All | +62.1% | +49.7% | +12.4% | -15.0% |
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