-6.0%
LQD vs IGV
+20.8%
-26.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -4.4% |
| 6M | -2.1% | +18.4% | -20.6% | -4.1% |
| YTD | -2.4% | -3.9% | +1.6% | -2.2% |
| 1Y | -2.7% | -9.7% | +7.0% | -1.9% |
| 3Y | +14.2% | +38.4% | -24.2% | +8.2% |
| All | -6.0% | +20.8% | -26.8% | -12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling