+151.8%
HYG vs IAG
+164.5%
-12.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | -0.4% |
| 7D | -0.7% | -4.1% | +3.3% | -0.6% |
| 30D | -0.6% | +10.6% | -11.2% | -0.9% |
| 3M | +0.4% | +35.4% | -35.0% | -0.7% |
| 6M | +1.2% | -9.5% | +10.8% | +1.2% |
| YTD | +1.5% | +21.8% | -20.4% | +0.3% |
| 1Y | +3.2% | +84.1% | -81.0% | +0.5% |
| 3Y | +25.9% | +817.4% | -791.5% | +15.0% |
| 5Y | +18.6% | +830.1% | -811.5% | +6.9% |
| 10Y | +55.8% | +413.8% | -358.0% | +39.6% |
| All | +151.8% | +164.5% | -12.7% | +107.5% |
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