+62.4%
IYR vs USHY
+50.4%
+11.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -0.8% |
| 7D | -0.9% | -0.1% | -0.8% | -0.7% |
| 30D | -2.4% | 0.0% | -2.3% | -2.3% |
| 3M | -2.0% | +0.8% | -2.9% | -3.5% |
| 6M | +2.5% | +1.9% | +0.6% | -1.0% |
| YTD | +8.3% | +2.3% | +6.1% | +4.0% |
| 1Y | +6.5% | +4.1% | +2.3% | -1.2% |
| 3Y | +29.3% | +27.8% | +1.5% | -16.4% |
| 5Y | +5.7% | +21.5% | -15.8% | -23.7% |
| All | +62.4% | +50.4% | +11.9% | -15.6% |
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