+1,192.6%
IVV vs LQD
+187.0%
+1,005.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.1% |
| 7D | -0.6% | +0.2% | -0.7% | -0.6% |
| 30D | -3.7% | +1.4% | -5.1% | -4.1% |
| 3M | -2.7% | -1.1% | -1.6% | -2.4% |
| 6M | +2.2% | -2.9% | +5.2% | +3.3% |
| YTD | +10.9% | -2.3% | +13.2% | +11.9% |
| 1Y | +11.3% | -2.1% | +13.4% | +12.2% |
| 3Y | +76.9% | +15.9% | +60.9% | +68.9% |
| 5Y | +73.5% | -4.9% | +78.4% | +73.6% |
| 10Y | +307.4% | +24.8% | +282.5% | +292.3% |
| All | +1,192.6% | +187.0% | +1,005.7% | +1,363.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling