+189.9%
LQD vs IVZ
+372.0%
-182.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | 0.0% |
| 7D | +0.2% | +1.1% | -0.8% | +0.2% |
| 30D | -0.6% | +3.1% | -3.7% | -0.6% |
| 3M | -1.2% | +18.2% | -19.4% | -1.5% |
| 6M | -1.9% | +38.6% | -40.6% | -2.5% |
| YTD | -1.3% | +25.9% | -27.2% | -1.7% |
| 1Y | -1.0% | +51.7% | -52.7% | -1.7% |
| 3Y | +15.2% | +138.7% | -123.4% | +13.5% |
| 5Y | -4.4% | +62.8% | -67.2% | -5.8% |
| 10Y | +22.6% | +60.9% | -38.3% | +20.2% |
| All | +189.9% | +372.0% | -182.0% | +184.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling