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Correlation
of values
+54%
In sync
of periods
64%
History
daysdays · through 2026-07-06
5,880
These move in the same direction about 64% of the time
Their swing sizes loosely line up (~29% of the pattern is shared).
A real but noisy link — useful as context, risky as a standalone signal.
Both lines start at the same point — easy to compare when growth rates are similar.
Advanced
Statistics
In sync(i)
64%
Headline metric
Movement correlation(i)
+54%
Based on values
95% CI
N/A
Pipeline
Pipeline Summary
5,880 paired data points survived the daily window.
Raw input
5,881
12,341
Normalized
5,881
12,341
Prepared
5,881
12,341
Aligned
5,880
5,880
Invalid removed
Likely range
R²(i)
29%
Variance explained
Significance
N/A
Statistical confidence
Data points(i)
5,880
Deep
Time-Shifted Correlation
See how correlation changes when one series is offset in time. A taller bar at a non-zero shift means the two move together better when one leads the other — that's a potential lead/lag signal.
Correlation by shift
Click a bar to inspect. Range: -6 to 6 days.
Selected shift
No shift
Correlation at this shift
+54%
No shift — both series at their actual dates.
5,880 overlapping points at this shift
Baseline
+54%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+54%
A non-zero peak suggests one series lines up better when shifted against the other.
Stability
How the correlation evolves over time. A stable line means the relationship is reliable; large swings signal regime-dependent behavior.
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
6,462
A: 1 / B: 6461
Series A
5-Year, 5-Year Forward Inflation Expectation Rate
T5YIFR
FRED · 5,881 raw → 5,881 prepared
Series B
30Y Treasury Yield
DGS30
FRED · 12,341 raw → 12,341 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
44
Estimated crossover points between normalized spreads.
Slope
1.7326
Linear regression slope.
Intercept
-0.1873
Linear regression intercept.
Saved 3 months ago · ID: fred-dgs30_fred-t5yifr_daily_5y