SeriesMagCorrSyncOverlapThrough
Correlation
+92%
of values
In sync
53%
of periods
History
249
days · through 2026-04-30
These move in the same direction about 53% of the time
When one swings, the other almost always swings by a closely matched amount (~84% of the pattern is shared).
Roughly random — these don't track each other in a meaningful way.
Time Series
On a log scale so equal % moves take equal vertical space — best when one series has grown much faster than the other.
What to Watch
Flips between sync and inverse
Sometimes the two move together, sometimes opposite. Don't treat this as a stable signal.
Advanced
Statistics
In sync(i)
52.9%
Headline metric
Movement correlation(i)
+92%
Based on values
95% CI
+90% → +94%
Pipeline
Pipeline Summary
249 paired data points survived the daily window.
Raw input
2,875
1,741
Normalized
2,875
1,741
Prepared
2,875
1,741
Aligned
249
249
Invalid removed
Explore
Top 5 by absolute correlation
Ranked across both sides of this comparison using the same dense row format as the single-symbol correlations view.
Likely range of correlation
R²(i)
84.5%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
249
Usable
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
+92%
No shift — both series at their actual dates.
249 overlapping points at this shift
Baseline
+92%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+92%
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.
Do They Crash Together?
How these series behave when markets are rising, falling, or diverging. A correlation that holds in drawdowns is very different from one that only works in rallies.
Both Rising
+62%
5 periods · Return correlation when both series rose
Both Falling
N/A
4 periods · Return correlation when both series fell
Diverging
-18%
239 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
4,118
A: 2626 / B: 1492
Series A
30Y Mortgage Rate
MORTGAGE30US
FRED · 2,875 raw → 2,875 prepared
Series B
Interest on Reserve Balances
IORB
FRED · 1,741 raw → 1,741 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
14
Estimated crossover points between normalized spreads.
Slope
1.3426
Linear regression slope.
Intercept
-4.4091
Linear regression intercept.
Saved yesterday · ID: fred-iorb_fred-mortgage30us_5y