+151.8%
HYG vs IBN
+400.6%
-248.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.4% |
| 7D | -0.7% | -5.5% | +4.7% | 0.0% |
| 30D | -0.6% | -3.4% | +2.8% | -0.2% |
| 3M | +0.4% | +8.7% | -8.3% | -0.7% |
| 6M | +1.2% | +3.7% | -2.5% | +0.6% |
| YTD | +1.5% | -2.4% | +3.9% | +1.6% |
| 1Y | +3.2% | -8.1% | +11.3% | +4.0% |
| 3Y | +25.9% | +26.3% | -0.4% | +21.2% |
| 5Y | +18.6% | +54.9% | -36.3% | +10.5% |
| 10Y | +55.8% | +311.8% | -256.0% | +23.6% |
| All | +151.8% | +400.6% | -248.8% | +59.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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