+2.8%
HYG vs IRE
-85.3%
+88.1%
-2.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.8% | +7.4% | -0.4% |
| 7D | -0.7% | +7.9% | -8.7% | -0.8% |
| 30D | -0.6% | +9.3% | -9.8% | -0.7% |
| 3M | +0.4% | -52.3% | +52.8% | +0.5% |
| 6M | +1.2% | -38.5% | +39.7% | +0.9% |
| YTD | +1.5% | -54.8% | +56.3% | +1.1% |
| All | +2.8% | -85.3% | +88.1% | +2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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