Monitoring Sources of Bond Return

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Here is a way to monitor bond return sources in R.  In the next iteration, I will use CPI to add history to the series.

From TimelyPortfolio

So right now, you can expect about a 5% return from bonds.  How much of that is real return is unknown.

R code:


getSymbols(“WGS10YR”,src=”FRED”) #load 10yTreasury
getSymbols(“WFII10″,src=”FRED”) #load 10yTIP for real return
getSymbols(“BAMLC0A0CM”,src=”FRED”) #load Corporate for credit
getSymbols(“CPIAUCSL”,src=”FRED”) #load Corporate for credit

ggplot(bondReturnSourcesToGraph, stat=”identity”, aes(x=Date,y=Yield,fill=ReturnSource,group=ReturnSource)) + geom_area() +scale_x_date(format = “%Y”) + opts(title = “Sources of Bond Return”)

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