+15.5%
LQD vs IP
+17.1%
-1.7%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.8% |
| 7D | -1.5% | -0.9% | -0.7% | -1.5% |
| 30D | +0.9% | +6.7% | -5.8% | +0.6% |
| 3M | -1.7% | -16.6% | +14.9% | -1.0% |
| 6M | -2.8% | +6.0% | -8.8% | -3.2% |
| YTD | -2.8% | -10.7% | +7.9% | -2.7% |
| 1Y | -2.8% | -6.7% | +3.9% | -2.9% |
| All | +15.5% | +17.1% | -1.7% | +13.2% |
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