+38.2%
LQD vs IQV
+488.0%
-449.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -1.1% | -5.3% | +4.2% | -0.7% |
| 30D | -1.1% | +5.5% | -6.6% | -1.5% |
| 3M | -2.3% | +41.2% | -43.6% | -4.6% |
| 6M | -2.9% | +50.5% | -53.4% | -5.7% |
| YTD | -2.3% | +14.1% | -16.5% | -3.5% |
| 1Y | -2.2% | +39.9% | -42.1% | -4.8% |
| 3Y | +14.0% | +20.5% | -6.5% | +11.2% |
| 5Y | -5.8% | -1.2% | -4.5% | -7.6% |
| 10Y | +22.2% | +233.9% | -211.6% | +14.8% |
| All | +38.2% | +488.0% | -449.8% | +29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IQV.
Daily Out/Under-Performance
Portfolio return minus IQV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IQV 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 IQV 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