+1,034.1%
IGV vs HYG
+151.8%
+882.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.2% | 0.0% |
| 7D | -5.4% | -0.7% | -4.6% | -4.5% |
| 30D | -2.6% | -0.6% | -2.0% | -1.9% |
| 3M | +10.5% | +0.4% | +10.1% | +10.0% |
| 6M | +18.2% | +1.2% | +16.9% | +16.6% |
| YTD | -4.2% | +1.5% | -5.7% | -5.8% |
| 1Y | -9.8% | +3.2% | -13.0% | -13.1% |
| 3Y | +39.1% | +25.9% | +13.2% | +5.6% |
| 5Y | +21.2% | +18.6% | +2.6% | +1.0% |
| 10Y | +361.5% | +55.8% | +305.8% | +196.1% |
| All | +1,034.1% | +151.8% | +882.3% | +384.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling