+151.7%
HYG vs IEF
+80.4%
+71.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | -0.1% |
| 7D | -0.7% | -1.3% | +0.6% | -0.9% |
| 30D | -0.7% | -1.7% | +1.0% | -1.0% |
| 3M | -0.2% | -2.5% | +2.3% | -0.6% |
| 6M | +1.4% | -3.3% | +4.7% | +0.9% |
| YTD | +1.5% | -2.8% | +4.3% | +1.0% |
| 1Y | +2.9% | -2.7% | +5.6% | +2.5% |
| 3Y | +25.6% | +8.9% | +16.7% | +27.5% |
| 5Y | +18.6% | -9.4% | +28.0% | +12.4% |
| 10Y | +55.7% | +3.7% | +52.1% | +56.2% |
| All | +151.7% | +80.4% | +71.3% | +218.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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