+49.7%
USHY vs IAG
+266.4%
-216.7%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | 0.0% |
| 7D | -0.7% | -1.1% | +0.4% | -0.7% |
| 30D | -0.7% | +12.1% | -12.8% | -1.0% |
| 3M | +0.1% | +25.5% | -25.5% | -0.7% |
| 6M | +1.8% | -7.1% | +8.9% | +1.7% |
| YTD | +1.8% | +22.9% | -21.1% | +0.7% |
| 1Y | +3.3% | +83.3% | -80.1% | +0.9% |
| 3Y | +27.0% | +808.5% | -781.6% | +16.8% |
| 5Y | +21.0% | +838.0% | -816.9% | +9.6% |
| All | +49.7% | +266.4% | -216.7% | +36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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