+317.1%
IVV vs HYG
+56.1%
+261.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.9% | +0.9% |
| 7D | -0.8% | -0.7% | -0.1% | +0.4% |
| 30D | -1.1% | -0.7% | -0.3% | +0.2% |
| 3M | +3.9% | -0.2% | +4.1% | +4.3% |
| 6M | +13.6% | +1.4% | +12.2% | +11.1% |
| YTD | +12.7% | +1.5% | +11.3% | +10.2% |
| 1Y | +17.6% | +2.9% | +14.7% | +12.4% |
| 3Y | +77.3% | +25.6% | +51.7% | +22.9% |
| 5Y | +84.1% | +18.6% | +65.5% | +42.5% |
| All | +317.1% | +56.1% | +261.0% | +130.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling