+2.9%
HYG vs IBB
+44.5%
-41.6%
-2.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.2% | 0.0% |
| 7D | -0.7% | -4.2% | +3.5% | -0.3% |
| 30D | -0.7% | +1.1% | -1.8% | -0.9% |
| 3M | -0.2% | +19.0% | -19.2% | -2.1% |
| 6M | +1.4% | +18.9% | -17.4% | -0.7% |
| YTD | +1.5% | +20.3% | -18.9% | -0.8% |
| 1Y | +2.9% | +41.5% | -38.6% | -1.1% |
| All | +2.9% | +44.5% | -41.6% | -1.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling