+166.4%
IWM vs HYG
+56.1%
+110.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.5% |
| 7D | -2.4% | -0.7% | -1.7% | -1.0% |
| 30D | -4.6% | -0.7% | -3.8% | -3.1% |
| 3M | -0.3% | -0.2% | -0.1% | +0.2% |
| 6M | +14.7% | +1.4% | +13.3% | +11.9% |
| YTD | +17.8% | +1.5% | +16.4% | +15.0% |
| 1Y | +21.2% | +2.9% | +18.3% | +15.2% |
| 3Y | +62.3% | +25.6% | +36.7% | +6.4% |
| 5Y | +38.7% | +18.6% | +20.2% | +3.9% |
| All | +166.4% | +56.1% | +110.3% | +39.4% |
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 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