+368.4%
IWM vs HYG
+153.0%
+215.5%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.1% |
| 7D | -1.1% | -0.2% | -1.0% | -0.9% |
| 30D | -3.1% | -0.1% | -3.0% | -3.0% |
| 3M | +2.2% | +0.7% | +1.5% | +1.3% |
| 6M | +15.1% | +1.5% | +13.5% | +13.0% |
| YTD | +18.6% | +1.9% | +16.6% | +15.8% |
| 1Y | +24.0% | +3.7% | +20.3% | +18.4% |
| 3Y | +63.7% | +26.5% | +37.2% | +20.7% |
| 5Y | +38.2% | +19.0% | +19.2% | +12.3% |
| 10Y | +171.7% | +56.5% | +115.2% | +64.0% |
| All | +368.4% | +153.0% | +215.5% | +70.6% |
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