+22.2%
LQD vs IGV
+365.3%
-343.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.4% | -0.1% |
| 7D | -1.1% | -2.9% | +1.8% | -0.8% |
| 30D | -1.3% | -1.5% | +0.2% | -1.2% |
| 3M | -3.2% | +11.7% | -14.9% | -4.3% |
| 6M | -2.1% | +18.4% | -20.6% | -4.0% |
| YTD | -2.4% | -3.9% | +1.6% | -2.3% |
| 1Y | -2.7% | -9.7% | +7.0% | -2.1% |
| 3Y | +14.2% | +38.4% | -24.2% | +9.2% |
| 5Y | -5.8% | +21.6% | -27.4% | -10.1% |
| All | +22.2% | +365.3% | -343.2% | +7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IGV.
Daily Out/Under-Performance
Portfolio return minus IGV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IGV 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 10y: compounded portfolio wealth divided by compounded IGV 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…
10y analysis · Full analysis span regression · 6 months rolling