+153.5%
HYG vs IP
+125.3%
+28.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -0.3% |
| 7D | -0.2% | -5.3% | +5.1% | +0.5% |
| 30D | +0.1% | -10.9% | +10.9% | +1.5% |
| 3M | +0.7% | +11.2% | -10.5% | -1.1% |
| 6M | +1.5% | -10.2% | +11.7% | +2.1% |
| YTD | +2.2% | -2.0% | +4.2% | +1.4% |
| 1Y | +3.9% | -19.1% | +23.0% | +5.5% |
| 3Y | +26.0% | +20.9% | +5.2% | +18.9% |
| 5Y | +19.2% | -17.8% | +37.0% | +17.7% |
| 10Y | +54.8% | +23.5% | +31.3% | +39.4% |
| All | +153.5% | +125.3% | +28.3% | +91.9% |
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