+19.5%
HYG vs IP
-17.2%
+36.7%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -0.2% |
| 7D | -0.2% | -5.3% | +5.1% | +0.2% |
| 30D | +0.1% | -10.9% | +10.9% | +1.0% |
| 3M | +0.7% | +11.2% | -10.5% | -0.5% |
| 6M | +1.5% | -10.2% | +11.7% | +2.0% |
| YTD | +2.2% | -2.0% | +4.2% | +1.7% |
| 1Y | +3.9% | -19.1% | +23.0% | +5.2% |
| 3Y | +26.0% | +20.9% | +5.2% | +19.1% |
| All | +19.5% | -17.2% | +36.7% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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