+14.2%
LQD vs IAG
+804.5%
-790.3%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.9% | -0.1% |
| 7D | -1.1% | -1.1% | 0.0% | -1.1% |
| 30D | -1.3% | +12.1% | -13.4% | -1.6% |
| 3M | -3.2% | +25.5% | -28.7% | -3.8% |
| 6M | -2.1% | -7.1% | +5.0% | -2.3% |
| YTD | -2.4% | +22.9% | -25.2% | -3.2% |
| 1Y | -2.7% | +83.3% | -86.0% | -4.5% |
| 3Y | +14.2% | +808.5% | -794.3% | +4.3% |
| All | +14.2% | +804.5% | -790.3% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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