+49.7%
USHY vs IFF
-30.3%
+80.0%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.6% | +0.1% |
| 7D | -0.7% | -3.2% | +2.5% | -0.3% |
| 30D | -0.7% | -0.3% | -0.4% | -0.7% |
| 3M | +0.1% | +8.4% | -8.4% | -1.0% |
| 6M | +1.8% | +23.0% | -21.3% | -1.1% |
| YTD | +1.8% | +25.5% | -23.7% | -1.5% |
| 1Y | +3.3% | +29.1% | -25.8% | -0.5% |
| 3Y | +27.0% | +31.7% | -4.7% | +20.7% |
| 5Y | +21.0% | -35.2% | +56.2% | +24.7% |
| All | +49.7% | -30.3% | +80.0% | +46.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling