+50.4%
USHY vs IAG
+271.4%
-221.0%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.3% | -0.3% |
| 7D | -0.1% | +1.7% | -1.8% | -0.2% |
| 30D | 0.0% | +11.4% | -11.5% | -0.4% |
| 3M | +0.8% | +33.0% | -32.2% | -0.1% |
| 6M | +1.9% | -6.0% | +7.9% | +1.8% |
| YTD | +2.3% | +24.6% | -22.3% | +1.1% |
| 1Y | +4.1% | +105.0% | -100.8% | +1.4% |
| 3Y | +27.8% | +837.9% | -810.1% | +17.5% |
| 5Y | +21.5% | +817.0% | -795.5% | +10.1% |
| All | +50.4% | +271.4% | -221.0% | +37.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling