+18.3%
HYG vs IJR
+39.9%
-21.7%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.6% | -0.2% |
| 7D | -0.7% | -2.2% | +1.5% | -0.2% |
| 30D | -0.7% | -4.6% | +3.9% | +0.4% |
| 3M | -0.2% | +0.2% | -0.4% | -0.3% |
| 6M | +1.4% | +14.7% | -13.3% | -2.1% |
| YTD | +1.5% | +18.9% | -17.4% | -3.1% |
| 1Y | +2.9% | +19.9% | -17.0% | -2.0% |
| 3Y | +25.6% | +53.0% | -27.4% | +9.9% |
| All | +18.3% | +39.9% | -21.7% | +4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 5y: compounded portfolio wealth divided by compounded IJR 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…
5y analysis · Full analysis span regression · 6 months rolling