+151.7%
HYG vs IJH
+469.9%
-318.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.3% |
| 7D | -0.7% | -1.9% | +1.2% | -0.1% |
| 30D | -0.7% | -4.6% | +3.9% | +0.8% |
| 3M | -0.2% | -1.2% | +1.0% | +0.1% |
| 6M | +1.4% | +9.4% | -8.0% | -1.6% |
| YTD | +1.5% | +13.3% | -11.9% | -2.8% |
| 1Y | +2.9% | +13.4% | -10.5% | -1.5% |
| 3Y | +25.6% | +50.4% | -24.8% | +8.5% |
| 5Y | +18.6% | +49.0% | -30.4% | +1.6% |
| 10Y | +55.7% | +182.6% | -126.9% | +4.0% |
| All | +151.7% | +469.9% | -318.2% | +21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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