+149.4%
HYG vs IP
+114.9%
+34.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.9% | -2.5% | 0.0% |
| 7D | +0.8% | -3.0% | +3.8% | +1.2% |
| 30D | +0.4% | +10.6% | -10.3% | -1.0% |
| 3M | -1.7% | -13.6% | +11.9% | 0.0% |
| 6M | -0.9% | +10.4% | -11.3% | -2.8% |
| YTD | +0.5% | -6.5% | +7.0% | +0.2% |
| 1Y | +1.8% | -2.1% | +3.9% | +0.8% |
| 3Y | +24.9% | +22.0% | +2.9% | +17.5% |
| 5Y | +17.2% | -9.7% | +26.9% | +14.1% |
| 10Y | +53.6% | +26.8% | +26.8% | +37.6% |
| All | +149.4% | +114.9% | +34.4% | +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