+186.9%
LQD vs ITW
+1,274.1%
-1,087.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -0.9% |
| 7D | -1.1% | -2.4% | +1.3% | -1.0% |
| 30D | -1.1% | -9.5% | +8.4% | -0.8% |
| 3M | -2.3% | +6.6% | -9.0% | -2.6% |
| 6M | -2.9% | -1.8% | -1.1% | -2.9% |
| YTD | -2.3% | +9.0% | -11.3% | -2.7% |
| 1Y | -2.2% | +3.6% | -5.7% | -2.4% |
| 3Y | +14.0% | +19.4% | -5.4% | +13.2% |
| 5Y | -5.8% | +36.4% | -42.2% | -7.0% |
| 10Y | +22.2% | +190.0% | -167.8% | +19.2% |
| All | +186.9% | +1,274.1% | -1,087.3% | +182.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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