+21.6%
LQD vs IR
+332.9%
-311.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | -1.6% | +2.5% | -4.2% | -1.8% |
| 30D | +0.5% | +9.2% | -8.6% | +0.1% |
| 3M | -2.3% | +0.9% | -3.3% | -2.4% |
| 6M | -3.1% | +19.2% | -22.3% | -4.0% |
| YTD | -3.0% | +7.5% | -10.5% | -3.6% |
| 1Y | -2.6% | +11.7% | -14.3% | -3.3% |
| 3Y | +15.2% | +23.9% | -8.7% | +13.1% |
| 5Y | -5.2% | +46.4% | -51.5% | -8.2% |
| All | +21.6% | +332.9% | -311.3% | +13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 10y: compounded portfolio wealth divided by compounded IR 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…
10y analysis · Full analysis span regression · 6 months rolling