+46.8%
HYG vs IR
+271.1%
-224.3%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -0.7% | -4.5% | +3.8% | -0.2% |
| 30D | -0.7% | -13.9% | +13.2% | +1.1% |
| 3M | -0.2% | -0.3% | +0.1% | -0.3% |
| 6M | +1.4% | -14.3% | +15.8% | +3.0% |
| YTD | +1.5% | -7.9% | +9.3% | +1.9% |
| 1Y | +2.9% | -9.9% | +12.8% | +3.5% |
| 3Y | +25.6% | +6.5% | +19.1% | +22.0% |
| 5Y | +18.6% | +34.0% | -15.5% | +10.4% |
| All | +46.8% | +271.1% | -224.3% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 10y: compounded portfolio wealth divided by compounded IR 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…
10y analysis · Full analysis span regression · 6 months rolling