+65.5%
LQD vs IOVA
-92.6%
+158.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.2% |
| 7D | -1.6% | -3.5% | +1.8% | -1.6% |
| 30D | +0.5% | -45.4% | +45.9% | +0.6% |
| 3M | -2.3% | +19.0% | -21.3% | -2.4% |
| 6M | -3.1% | +112.0% | -115.1% | -3.3% |
| YTD | -3.0% | +184.2% | -187.2% | -3.3% |
| 1Y | -2.6% | +222.0% | -224.5% | -2.9% |
| 3Y | +15.2% | +92.6% | -77.4% | +14.7% |
| 5Y | -5.2% | -63.2% | +58.0% | -5.5% |
| 10Y | +24.6% | +2.1% | +22.5% | +24.3% |
| All | +65.5% | -92.6% | +158.1% | +65.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling