+22.2%
LQD vs IVZ
+65.9%
-43.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.1% |
| 7D | -1.1% | -2.4% | +1.3% | -1.0% |
| 30D | -1.3% | +3.0% | -4.3% | -1.4% |
| 3M | -3.2% | +14.9% | -18.1% | -3.8% |
| 6M | -2.1% | +36.7% | -38.9% | -3.5% |
| YTD | -2.4% | +25.7% | -28.0% | -3.4% |
| 1Y | -2.7% | +47.7% | -50.4% | -4.4% |
| 3Y | +14.2% | +138.8% | -124.6% | +9.5% |
| 5Y | -5.8% | +62.1% | -67.9% | -9.4% |
| All | +22.2% | +65.9% | -43.7% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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