+147.3%
IBM vs LQD
+25.4%
+121.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | +1.6% | -1.6% | +3.2% | +2.4% |
| 30D | +9.2% | +0.5% | +8.7% | +8.9% |
| 3M | +4.9% | -2.3% | +7.2% | +6.2% |
| 6M | +16.8% | -3.1% | +19.8% | +18.7% |
| YTD | -14.3% | -3.0% | -11.3% | -12.9% |
| 1Y | -16.7% | -2.6% | -14.2% | -15.5% |
| 3Y | +82.2% | +15.2% | +67.0% | +70.9% |
| 5Y | +149.9% | -5.2% | +155.1% | +157.3% |
| All | +147.3% | +25.4% | +121.9% | +121.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LQD.
Daily Out/Under-Performance
Portfolio return minus LQD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LQD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded LQD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling