+148.4%
HYG vs IP
+108.9%
+39.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.2% |
| 7D | -0.3% | -5.1% | +4.8% | +0.4% |
| 30D | +0.1% | +8.5% | -8.5% | -1.1% |
| 3M | -1.8% | -13.8% | +12.0% | -0.1% |
| 6M | -1.3% | +5.7% | -7.0% | -2.6% |
| YTD | +0.1% | -9.1% | +9.2% | +0.2% |
| 1Y | +1.5% | -0.8% | +2.4% | +0.3% |
| 3Y | +23.8% | +14.8% | +9.0% | +17.4% |
| 5Y | +16.7% | -11.5% | +28.2% | +13.9% |
| 10Y | +53.8% | +27.9% | +25.8% | +37.6% |
| All | +148.4% | +108.9% | +39.6% | +89.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling