+68.4%
LQD vs IOVA
-91.7%
+160.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | 0.0% |
| 7D | +0.2% | +5.1% | -4.8% | +0.2% |
| 30D | -0.6% | +37.2% | -37.8% | -0.7% |
| 3M | -1.2% | +117.5% | -118.7% | -1.4% |
| 6M | -1.9% | +69.6% | -71.5% | -2.1% |
| YTD | -1.3% | +218.7% | -219.9% | -1.6% |
| 1Y | -1.0% | +265.5% | -266.6% | -1.4% |
| 3Y | +15.2% | +46.2% | -31.0% | +14.8% |
| 5Y | -4.4% | -63.2% | +58.8% | -4.7% |
| 10Y | +22.6% | +6.1% | +16.5% | +22.4% |
| All | +68.4% | -91.7% | +160.1% | +68.8% |
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