+151.8%
HYG vs IYR
+129.9%
+21.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.5% | -0.3% |
| 7D | -0.7% | -2.8% | +2.1% | -0.2% |
| 30D | -0.6% | -2.5% | +2.0% | -0.1% |
| 3M | +0.4% | -3.0% | +3.4% | +1.0% |
| 6M | +1.2% | +1.6% | -0.4% | +0.8% |
| YTD | +1.5% | +7.3% | -5.8% | -0.1% |
| 1Y | +3.2% | +5.6% | -2.4% | +1.8% |
| 3Y | +25.9% | +28.1% | -2.2% | +18.8% |
| 5Y | +18.6% | +6.1% | +12.5% | +15.6% |
| 10Y | +55.8% | +67.7% | -11.9% | +37.1% |
| All | +151.8% | +129.9% | +21.9% | +91.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 IYR 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