-6.0%
LQD vs IVZ
+61.1%
-67.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.1% |
| 7D | -1.1% | -2.4% | +1.3% | -0.9% |
| 30D | -1.3% | +3.0% | -4.3% | -1.5% |
| 3M | -3.2% | +14.9% | -18.1% | -4.3% |
| 6M | -2.1% | +36.7% | -38.9% | -4.6% |
| YTD | -2.4% | +25.7% | -28.0% | -4.4% |
| 1Y | -2.7% | +47.7% | -50.4% | -6.0% |
| 3Y | +14.2% | +138.8% | -124.6% | +4.6% |
| All | -6.0% | +61.1% | -67.1% | -14.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling