+660.5%
IVV vs HYG
+153.4%
+507.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.6% | -0.5% |
| 7D | +0.5% | 0.0% | +0.5% | +0.5% |
| 30D | -1.0% | -0.1% | -0.9% | -0.9% |
| 3M | +3.9% | +1.0% | +2.9% | +2.7% |
| 6M | +14.5% | +2.3% | +12.2% | +11.6% |
| YTD | +12.9% | +2.1% | +10.8% | +10.3% |
| 1Y | +19.4% | +3.8% | +15.6% | +14.5% |
| 3Y | +78.8% | +26.7% | +52.1% | +36.8% |
| 5Y | +82.2% | +19.3% | +62.9% | +50.6% |
| 10Y | +313.7% | +55.3% | +258.4% | +165.7% |
| All | +660.5% | +153.4% | +507.1% | +209.2% |
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