-1.9%
LQD vs IBN
+4.2%
-6.1%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.8% | -3.0% | +0.4% |
| 7D | +0.4% | +8.9% | -8.5% | -0.4% |
| 30D | +2.6% | +12.6% | -10.0% | +1.4% |
| 3M | -1.7% | +3.1% | -4.8% | -2.1% |
| 6M | -1.9% | +20.6% | -22.5% | -3.8% |
| YTD | -2.2% | +5.8% | -8.0% | -3.6% |
| 1Y | -1.9% | +3.7% | -5.5% | -3.3% |
| All | -1.9% | +4.2% | -6.1% | -3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 1y: compounded portfolio wealth divided by compounded IBN 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…
1y analysis · Full analysis span regression · 6 months rolling