+186.8%
LQD vs IDXX
+6,797.2%
-6,610.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | 0.0% |
| 7D | -1.1% | -5.7% | +4.6% | -0.9% |
| 30D | -1.3% | -11.5% | +10.3% | -0.8% |
| 3M | -3.2% | -9.5% | +6.3% | -2.8% |
| 6M | -2.1% | -16.0% | +13.8% | -1.5% |
| YTD | -2.4% | -25.4% | +23.0% | -1.3% |
| 1Y | -2.7% | -21.8% | +19.1% | -1.9% |
| 3Y | +14.2% | +7.0% | +7.2% | +13.1% |
| 5Y | -5.8% | -26.0% | +20.1% | -6.3% |
| 10Y | +22.2% | +358.9% | -336.8% | +17.3% |
| All | +186.8% | +6,797.2% | -6,610.4% | +180.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 IDXX 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