+108.1%
LQD vs IBKR
+1,349.8%
-1,241.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.1% |
| 7D | -1.1% | -1.3% | +0.2% | -1.1% |
| 30D | -1.3% | -0.2% | -1.1% | -1.3% |
| 3M | -3.2% | +3.0% | -6.2% | -3.3% |
| 6M | -2.1% | +33.9% | -36.0% | -2.5% |
| YTD | -2.4% | +42.5% | -44.9% | -2.8% |
| 1Y | -2.7% | +44.9% | -47.5% | -3.2% |
| 3Y | +14.2% | +293.0% | -278.8% | +12.2% |
| 5Y | -5.8% | +497.7% | -503.5% | -8.2% |
| 10Y | +22.2% | +1,004.4% | -982.2% | +17.5% |
| All | +108.1% | +1,349.8% | -1,241.7% | +93.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR 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 IBKR 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