+189.9%
LQD vs IGV
+2,166.5%
-1,976.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.1% |
| 7D | +0.2% | -3.3% | +3.6% | +0.4% |
| 30D | -0.6% | 0.0% | -0.6% | -0.6% |
| 3M | -1.2% | +7.3% | -8.6% | -1.6% |
| 6M | -1.9% | +16.7% | -18.7% | -2.7% |
| YTD | -1.3% | -2.8% | +1.6% | -1.3% |
| 1Y | -1.0% | -6.7% | +5.7% | -0.9% |
| 3Y | +15.2% | +41.1% | -25.9% | +13.0% |
| 5Y | -4.4% | +22.0% | -26.4% | -6.5% |
| 10Y | +22.6% | +357.9% | -335.3% | +17.9% |
| All | +189.9% | +2,166.5% | -1,976.5% | +185.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling