+189.9%
LQD vs IT
+1,921.0%
-1,731.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.4% | +7.4% | +0.1% |
| 7D | +0.2% | -9.1% | +9.4% | +0.4% |
| 30D | -0.6% | -7.0% | +6.4% | -0.5% |
| 3M | -1.2% | +7.6% | -8.8% | -1.5% |
| 6M | -1.9% | +2.1% | -4.1% | -2.1% |
| YTD | -1.3% | -31.6% | +30.3% | -0.7% |
| 1Y | -1.0% | -29.9% | +28.9% | -0.6% |
| 3Y | +15.2% | -51.3% | +66.5% | +16.4% |
| 5Y | -4.4% | -44.8% | +40.4% | -3.8% |
| 10Y | +22.6% | +91.4% | -68.8% | +21.3% |
| All | +189.9% | +1,921.0% | -1,731.0% | +187.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling