+189.9%
LQD vs IBN
+3,345.6%
-3,155.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +0.1% |
| 7D | +0.2% | -2.2% | +2.4% | +0.3% |
| 30D | -0.6% | -2.3% | +1.7% | -0.5% |
| 3M | -1.2% | +15.9% | -17.1% | -1.6% |
| 6M | -1.9% | +5.6% | -7.5% | -2.1% |
| YTD | -1.3% | -0.1% | -1.2% | -1.3% |
| 1Y | -1.0% | -6.5% | +5.5% | -0.9% |
| 3Y | +15.2% | +29.3% | -14.1% | +14.3% |
| 5Y | -4.4% | +56.6% | -61.0% | -5.7% |
| 10Y | +22.6% | +314.4% | -291.8% | +17.8% |
| All | +189.9% | +3,345.6% | -3,155.7% | +168.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling