-5.8%
LQD vs IAG
+796.9%
-802.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.8% |
| 7D | -1.1% | -4.1% | +3.0% | -0.9% |
| 30D | -1.1% | +10.6% | -11.8% | -1.5% |
| 3M | -2.3% | +35.4% | -37.7% | -3.5% |
| 6M | -2.9% | -9.5% | +6.7% | -2.9% |
| YTD | -2.3% | +21.8% | -24.1% | -3.5% |
| 1Y | -2.2% | +84.1% | -86.3% | -4.9% |
| 3Y | +14.0% | +817.4% | -803.3% | +2.3% |
| 5Y | -5.8% | +830.1% | -835.9% | -17.6% |
| All | -5.8% | +796.9% | -802.6% | -17.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling