+186.8%
LQD vs IFF
+370.4%
-183.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | -1.1% | -3.2% | +2.1% | -1.0% |
| 30D | -1.3% | -0.3% | -1.0% | -1.3% |
| 3M | -3.2% | +8.4% | -11.6% | -3.5% |
| 6M | -2.1% | +23.0% | -25.2% | -3.0% |
| YTD | -2.4% | +25.5% | -27.8% | -3.3% |
| 1Y | -2.7% | +29.1% | -31.7% | -3.7% |
| 3Y | +14.2% | +31.7% | -17.5% | +12.8% |
| 5Y | -5.8% | -35.2% | +29.4% | -5.6% |
| 10Y | +22.2% | -20.7% | +42.9% | +21.6% |
| All | +186.8% | +370.4% | -183.7% | +185.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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