+72.4%
IBM vs LQD
+15.0%
+57.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +0.3% | +0.2% | +0.1% | +0.1% |
| 30D | -1.5% | -0.6% | -0.9% | -1.0% |
| 3M | -16.8% | -1.2% | -15.6% | -16.1% |
| 6M | -9.0% | -1.9% | -7.1% | -7.8% |
| YTD | -20.1% | -1.3% | -18.8% | -19.3% |
| 1Y | -7.0% | -1.0% | -6.0% | -6.3% |
| 3Y | +72.4% | +15.2% | +57.1% | +58.0% |
| All | +72.4% | +15.0% | +57.3% | +58.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling