+55.2%
HYG vs IBB
+125.5%
-70.3%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.2% | -0.1% |
| 7D | -0.7% | -4.2% | +3.5% | +0.1% |
| 30D | -0.7% | +1.1% | -1.8% | -1.0% |
| 3M | -0.2% | +19.0% | -19.2% | -3.8% |
| 6M | +1.4% | +18.9% | -17.4% | -2.3% |
| YTD | +1.5% | +20.3% | -18.9% | -2.6% |
| 1Y | +2.9% | +41.5% | -38.6% | -4.6% |
| 3Y | +25.6% | +60.3% | -34.6% | +12.6% |
| 5Y | +18.6% | +18.7% | -0.2% | +11.4% |
| All | +55.2% | +125.5% | -70.3% | +30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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