+25.6%
HYG vs ICE
+41.6%
-15.9%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.1% |
| 7D | -0.7% | -2.4% | +1.7% | -0.5% |
| 30D | -0.7% | +4.0% | -4.7% | -1.1% |
| 3M | -0.2% | +13.7% | -13.9% | -1.4% |
| 6M | +1.4% | +0.9% | +0.5% | +1.3% |
| YTD | +1.5% | -2.1% | +3.6% | +1.5% |
| 1Y | +2.9% | -9.5% | +12.4% | +4.1% |
| 3Y | +25.6% | +42.1% | -16.4% | +17.8% |
| All | +25.6% | +41.6% | -15.9% | +17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 3y: compounded portfolio wealth divided by compounded ICE 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…
3y analysis · Full analysis span regression · 6 months rolling