+14.2%
LQD vs IGV
+38.0%
-23.7%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.9% |
| 7D | -1.1% | -5.4% | +4.3% | -0.7% |
| 30D | -1.1% | -2.6% | +1.5% | -1.0% |
| 3M | -2.3% | +10.5% | -12.9% | -3.0% |
| 6M | -2.9% | +18.2% | -21.1% | -4.1% |
| YTD | -2.3% | -4.2% | +1.9% | -2.0% |
| 1Y | -2.2% | -9.8% | +7.6% | -1.5% |
| All | +14.2% | +38.0% | -23.7% | +7.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling