+1,224.1%
IVV vs LQD
+190.1%
+1,033.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +0.1% | -0.4% | +0.5% | +0.3% |
| 30D | +0.1% | -0.8% | +0.8% | +0.3% |
| 3M | +2.0% | -1.9% | +3.9% | +2.7% |
| 6M | +13.0% | -2.7% | +15.7% | +14.1% |
| YTD | +13.6% | -1.3% | +14.9% | +14.1% |
| 1Y | +20.1% | 0.0% | +20.1% | +20.2% |
| 3Y | +77.6% | +14.9% | +62.7% | +69.9% |
| 5Y | +82.5% | -4.6% | +87.0% | +82.2% |
| 10Y | +316.5% | +22.0% | +294.5% | +301.0% |
| All | +1,224.1% | +190.1% | +1,033.9% | +1,393.5% |
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