+186.9%
LQD vs IJR
+1,049.2%
-862.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.9% |
| 7D | -1.1% | -2.3% | +1.2% | -1.0% |
| 30D | -1.1% | -4.7% | +3.6% | -0.9% |
| 3M | -2.3% | +2.1% | -4.5% | -2.4% |
| 6M | -2.9% | +13.9% | -16.8% | -3.5% |
| YTD | -2.3% | +18.2% | -20.5% | -3.1% |
| 1Y | -2.2% | +21.8% | -24.0% | -3.1% |
| 3Y | +14.0% | +52.2% | -38.2% | +11.8% |
| 5Y | -5.8% | +40.1% | -45.9% | -7.5% |
| 10Y | +22.2% | +169.7% | -147.4% | +18.0% |
| All | +186.9% | +1,049.2% | -862.3% | +189.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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