+38.4%
IGV vs HYG
+25.7%
+12.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.4% |
| 7D | -2.9% | -0.7% | -2.2% | -1.0% |
| 30D | -1.5% | -0.7% | -0.8% | +0.6% |
| 3M | +11.7% | -0.2% | +11.9% | +12.5% |
| 6M | +18.4% | +1.4% | +17.0% | +14.2% |
| YTD | -3.9% | +1.5% | -5.4% | -7.4% |
| 1Y | -9.7% | +2.9% | -12.6% | -16.1% |
| 3Y | +38.4% | +25.6% | +12.8% | -13.1% |
| All | +38.4% | +25.7% | +12.7% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HYG.
Daily Out/Under-Performance
Portfolio return minus HYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HYG 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 HYG 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