+133.2%
LQD vs ITOT
+887.7%
-754.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.9% | -0.1% |
| 7D | -1.1% | -0.9% | -0.2% | -1.0% |
| 30D | -1.3% | -1.5% | +0.2% | -1.2% |
| 3M | -3.2% | +3.6% | -6.8% | -3.5% |
| 6M | -2.1% | +13.7% | -15.8% | -3.2% |
| YTD | -2.4% | +12.9% | -15.3% | -3.3% |
| 1Y | -2.7% | +17.2% | -19.9% | -4.0% |
| 3Y | +14.2% | +75.6% | -61.4% | +9.0% |
| 5Y | -5.8% | +75.5% | -81.3% | -10.4% |
| 10Y | +22.2% | +302.0% | -279.8% | +11.5% |
| All | +133.2% | +887.7% | -754.4% | +101.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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