+47.7%
HYG vs IR
+282.2%
-234.4%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.6% | +0.1% |
| 7D | 0.0% | +0.6% | -0.6% | -0.1% |
| 30D | -0.1% | -13.6% | +13.5% | +1.7% |
| 3M | +1.0% | +3.7% | -2.7% | +0.3% |
| 6M | +2.3% | -13.1% | +15.4% | +3.7% |
| YTD | +2.1% | -5.1% | +7.2% | +2.2% |
| 1Y | +3.8% | -6.5% | +10.3% | +3.9% |
| 3Y | +26.7% | +8.5% | +18.2% | +22.8% |
| 5Y | +19.3% | +43.3% | -24.0% | +10.2% |
| All | +47.7% | +282.2% | -234.4% | +20.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling