+25.6%
HYG vs IRM
+102.2%
-76.5%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.0% | -0.2% |
| 7D | -0.7% | -1.4% | +0.7% | -0.6% |
| 30D | -0.7% | -7.4% | +6.7% | -0.2% |
| 3M | -0.2% | -7.4% | +7.2% | +0.3% |
| 6M | +1.4% | +8.7% | -7.2% | +0.4% |
| YTD | +1.5% | +40.9% | -39.5% | -1.9% |
| 1Y | +2.9% | +20.5% | -17.6% | +0.8% |
| 3Y | +25.6% | +101.7% | -76.1% | +10.9% |
| All | +25.6% | +102.2% | -76.5% | +10.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling