+22.2%
LQD vs IOVA
+9.7%
+12.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.7% | -5.7% | -0.1% |
| 7D | -1.1% | -2.2% | +1.1% | -1.1% |
| 30D | -1.3% | +27.6% | -28.9% | -1.7% |
| 3M | -3.2% | +117.2% | -120.4% | -4.5% |
| 6M | -2.1% | +77.7% | -79.8% | -3.3% |
| YTD | -2.4% | +215.0% | -217.4% | -4.4% |
| 1Y | -2.7% | +255.4% | -258.0% | -5.1% |
| 3Y | +14.2% | +42.6% | -28.4% | +11.2% |
| 5Y | -5.8% | -62.2% | +56.4% | -7.6% |
| All | +22.2% | +9.7% | +12.5% | +21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 IOVA 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