SeriesMagCorrSyncOverlapThrough
Correlation
of values
+52%
In sync
of periods
62%
History
daysdays · through 2026-05-01
5,837
These move in the same direction about 62% of the time
Their swing sizes loosely line up (~27% 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.
What to Watch
Holds in both up and down markets
The relationship is similar whether prices are rising or falling — reliable in both directions.
Rock solid
The relationship barely changes from period to period — treat it as a reliable signal.
Explore
Advanced
Statistics
In sync(i)
61.7%
Headline metric
Movement correlation(i)
+52%
Based on values
95% CI
+50% → +54%
Likely range of correlation
Pipeline
Pipeline Summary
5,837 paired data points survived the daily window.
Raw input
5,837
5,837
Normalized
5,837
5,837
Prepared
5,837
5,837
Aligned
5,837
5,837
Invalid removed
R²(i)
26.8%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
5,837
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
+52%
No shift — both series at their actual dates.
5,837 overlapping points at this shift
Baseline
+52%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+52%
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
+67%
98 periods · Return correlation when both series rose
Both Falling
+72%
101 periods · Return correlation when both series fell
Diverging
-62%
50 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
0
A: 0 / B: 0
Series A
5Y Breakeven Inflation
T5YIE
FRED · 5,837 raw → 5,837 prepared
Series B
5-Year, 5-Year Forward Inflation Expectation Rate
T5YIFR
FRED · 5,837 raw → 5,837 prepared
Sign agreement
99.0%
How often both values share the same sign.
Zero crossings
181
Estimated crossover points between normalized spreads.
Slope
0.2982
Linear regression slope.
Intercept
1.6655
Linear regression intercept.
Saved 2 days ago · ID: fred-t5yie_fred-t5yifr_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.