+151.8%
HYG vs ICE
+614.2%
-462.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | 0.0% | -0.4% |
| 7D | -0.7% | -5.3% | +4.6% | -0.1% |
| 30D | -0.6% | +3.0% | -3.6% | -1.0% |
| 3M | +0.4% | +11.4% | -11.0% | -1.1% |
| 6M | +1.2% | -2.0% | +3.3% | +1.3% |
| YTD | +1.5% | -3.1% | +4.6% | +1.5% |
| 1Y | +3.2% | -8.4% | +11.6% | +3.9% |
| 3Y | +25.9% | +40.7% | -14.8% | +19.5% |
| 5Y | +18.6% | +40.0% | -21.4% | +12.0% |
| 10Y | +55.8% | +213.5% | -157.7% | +32.3% |
| All | +151.8% | +614.2% | -462.4% | +77.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling