+151.8%
HYG vs IVZ
+178.9%
-27.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | -0.7% | -2.4% | +1.6% | -0.4% |
| 30D | -0.6% | +2.5% | -3.1% | -0.9% |
| 3M | +0.4% | +17.1% | -16.6% | -1.9% |
| 6M | +1.2% | +35.1% | -33.9% | -3.1% |
| YTD | +1.5% | +24.3% | -22.8% | -2.0% |
| 1Y | +3.2% | +48.7% | -45.5% | -2.9% |
| 3Y | +25.9% | +135.6% | -109.7% | +9.5% |
| 5Y | +18.6% | +60.3% | -41.7% | +6.8% |
| 10Y | +55.8% | +62.5% | -6.8% | +32.4% |
| All | +151.8% | +178.9% | -27.1% | +82.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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