+55.2%
HYG vs IRM
+440.8%
-385.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.0% | -0.3% |
| 7D | -0.7% | -1.4% | +0.7% | -0.5% |
| 30D | -0.7% | -7.4% | +6.7% | +0.2% |
| 3M | -0.2% | -7.4% | +7.2% | +0.7% |
| 6M | +1.4% | +8.7% | -7.2% | -0.2% |
| YTD | +1.5% | +40.9% | -39.5% | -3.9% |
| 1Y | +2.9% | +20.5% | -17.6% | -0.5% |
| 3Y | +25.6% | +101.7% | -76.1% | +10.3% |
| 5Y | +18.6% | +197.7% | -179.1% | -3.0% |
| All | +55.2% | +440.8% | -385.6% | +11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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