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Correlation
of values
+79%
In sync
of periods
88%
History
daysdays · through 2026-07-07
5,881
These move in the same direction about 88% of the time
When one swings, the other often swings by a similar amount (~62% of the pattern is shared).
Strong enough to use as a signal — check the stability and regime notes below before relying on it.
On a log scale so equal % moves take equal vertical space — best when one series has grown much faster than the other.
Advanced
Statistics
In sync(i)
88%
Headline metric
Movement correlation(i)
+79%
Based on values
95% CI
N/A
Pipeline
Pipeline Summary
5,881 paired data points survived the daily window.
Raw input
5,881
5,881
Normalized
5,881
5,881
Prepared
5,881
5,881
Aligned
5,881
5,881
Invalid removed
Likely range
R²(i)
62%
Variance explained
Significance
N/A
Statistical confidence
Data points(i)
5,881
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
+79%
No shift — both series at their actual dates.
5,881 overlapping points at this shift
Baseline
+79%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+79%
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
0
A: 0 / B: 0
Series A
10Y Breakeven Inflation
T10YIE
FRED · 5,881 raw → 5,881 prepared
Series B
5-Year, 5-Year Forward Inflation Expectation Rate
T5YIFR
FRED · 5,881 raw → 5,881 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
181
Estimated crossover points between normalized spreads.
Slope
0.6498
Linear regression slope.
Intercept
0.8806
Linear regression intercept.
Saved 3 months ago · ID: fred-t10yie_fred-t5yifr_daily_5y