SeriesMagCorrSyncOverlapThrough
Correlation
of % moves
-2%
In sync
of periods
46%
History
daysdays · through 2026-05-04
951
These move opposite each other about 46% of the time
Their swing sizes barely line up — almost no shared pattern.
Roughly random — these don't track each other in a meaningful way.
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
Mostly stable
The relationship drifts a little but stays in the same neighbourhood.
Explore
Advanced
Statistics
In sync(i)
46.2%
Headline metric
Movement correlation(i)
-2%
Based on % moves
95% CI
-9% → +4%
Pipeline
Pipeline Summary
951 paired data points survived the daily window.
Raw input
1,009
1,741
Normalized
1,009
1,741
Prepared
1,009
1,741
Aligned
951
951
Invalid removed
Likely range of correlation
R²(i)
0.1%
Variance explained
Significance
n.s.
Statistical confidence
Data points
951
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
-2%
No shift — both series at their actual dates.
951 overlapping points at this shift
Baseline
-2%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
-2%
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
+98%
5 periods · Return correlation when both series rose
Both Falling
N/A
3 periods · Return correlation when both series fell
Diverging
-16%
241 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
848
A: 58 / B: 790
Series A
RBC
Stock · 1,009 raw → 1,009 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
5
Estimated crossover points between normalized spreads.
Slope
-0.0003
Linear regression slope.
Intercept
4.5183
Linear regression intercept.
Saved 4 hours ago · ID: fred-iorb_stock-rbc_5y
Explore
Top 10 by absolute correlation
Ranked across both sides of this comparison using the same dense row format as the single-symbol correlations view.