-2.7%
LQD vs IP
+8.0%
-10.7%
-6.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -1.0% | -0.2% |
| 7D | +0.2% | -5.1% | +5.3% | +0.6% |
| 30D | +2.4% | +8.5% | -6.1% | +1.7% |
| 3M | -1.3% | -13.8% | +12.5% | -0.5% |
| 6M | -2.7% | +5.7% | -8.5% | -3.8% |
| All | -2.7% | +8.0% | -10.7% | -3.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling