+15.7%
LQD vs IP
+21.5%
-5.8%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.1% |
| 7D | -0.4% | -5.3% | +4.9% | -0.2% |
| 30D | -0.8% | -10.9% | +10.1% | -0.3% |
| 3M | -1.9% | +11.2% | -13.1% | -2.4% |
| 6M | -2.7% | -10.2% | +7.6% | -2.5% |
| YTD | -1.3% | -2.0% | +0.7% | -1.5% |
| 1Y | 0.0% | -19.1% | +19.1% | +0.4% |
| All | +15.7% | +21.5% | -5.8% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 3y: compounded portfolio wealth divided by compounded IP 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…
3y analysis · Full analysis span regression · 6 months rolling