+22.2%
LQD vs IT
+103.1%
-80.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.3% | -5.3% | -0.2% |
| 7D | -1.1% | -3.7% | +2.6% | -1.0% |
| 30D | -1.3% | +0.1% | -1.4% | -1.3% |
| 3M | -3.2% | +20.7% | -23.9% | -4.2% |
| 6M | -2.1% | +12.0% | -14.1% | -2.9% |
| YTD | -2.4% | -28.8% | +26.5% | -1.2% |
| 1Y | -2.7% | -25.5% | +22.8% | -1.9% |
| 3Y | +14.2% | -48.8% | +62.9% | +16.7% |
| 5Y | -5.8% | -42.7% | +36.9% | -4.8% |
| All | +22.2% | +103.1% | -80.9% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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