+78.1%
IVV vs HYG
+24.5%
+53.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.4% | -0.3% |
| 7D | +2.6% | -0.4% | +2.9% | +3.5% |
| 30D | -2.0% | +0.7% | -2.7% | -3.5% |
| 3M | -2.8% | -2.1% | -0.7% | +2.3% |
| 6M | +2.2% | -0.8% | +3.0% | +4.4% |
| YTD | +11.5% | +0.3% | +11.3% | +11.2% |
| 1Y | +13.5% | +1.8% | +11.7% | +9.4% |
| 3Y | +78.1% | +24.1% | +54.0% | +27.4% |
| All | +78.1% | +24.5% | +53.6% | +27.4% |
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