+23.7%
LQD vs IR
+288.5%
-264.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.1% |
| 7D | -0.4% | -2.8% | +2.4% | -0.3% |
| 30D | -0.8% | -15.1% | +14.4% | 0.0% |
| 3M | -1.9% | +6.1% | -8.0% | -2.3% |
| 6M | -2.7% | -16.8% | +14.2% | -1.9% |
| YTD | -1.3% | -3.5% | +2.3% | -1.3% |
| 1Y | 0.0% | -3.5% | +3.5% | -0.1% |
| 3Y | +14.9% | +9.5% | +5.4% | +13.5% |
| 5Y | -4.6% | +45.1% | -49.6% | -7.5% |
| All | +23.7% | +288.5% | -264.8% | +16.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling