+3.3%
USHY vs IFF
+33.4%
-30.1%
-2.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.6% | 0.0% |
| 7D | -0.7% | -3.2% | +2.5% | -0.6% |
| 30D | -0.7% | -0.3% | -0.4% | -0.7% |
| 3M | +0.1% | +8.4% | -8.4% | -0.3% |
| 6M | +1.8% | +23.0% | -21.3% | +0.8% |
| YTD | +1.8% | +25.5% | -23.7% | +0.7% |
| 1Y | +3.3% | +29.1% | -25.8% | +1.8% |
| All | +3.3% | +33.4% | -30.1% | +1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 1y: compounded portfolio wealth divided by compounded IFF 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…
1y analysis · Full analysis span regression · 6 months rolling