+148.5%
HYG vs IBKR
+1,349.8%
-1,201.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.3% |
| 7D | -0.7% | -1.3% | +0.6% | -0.5% |
| 30D | -0.7% | -0.2% | -0.5% | -0.8% |
| 3M | -0.2% | +3.0% | -3.1% | -0.8% |
| 6M | +1.4% | +33.9% | -32.4% | -2.6% |
| YTD | +1.5% | +42.5% | -41.0% | -3.6% |
| 1Y | +2.9% | +44.9% | -42.0% | -2.7% |
| 3Y | +25.6% | +293.0% | -267.4% | +2.5% |
| 5Y | +18.6% | +497.7% | -479.1% | -9.9% |
| 10Y | +55.7% | +1,004.4% | -948.7% | +4.9% |
| All | +148.5% | +1,349.8% | -1,201.3% | +41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR 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 IBKR 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