+189.5%
LQD vs IEF
+128.5%
+61.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | 0.0% |
| 7D | 0.0% | -0.3% | +0.3% | +0.2% |
| 30D | -0.2% | -0.6% | +0.4% | +0.2% |
| 3M | -1.7% | -1.0% | -0.7% | -1.0% |
| 6M | -2.7% | -3.1% | +0.4% | -0.4% |
| YTD | -1.4% | -1.9% | +0.4% | 0.0% |
| 1Y | -1.0% | -1.4% | +0.4% | 0.0% |
| 3Y | +15.1% | +9.8% | +5.3% | +7.7% |
| 5Y | -5.2% | -8.8% | +3.6% | +0.4% |
| 10Y | +23.3% | +4.7% | +18.6% | +19.9% |
| All | +189.5% | +128.5% | +61.0% | +65.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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