+143.5%
IWM vs LQD
+25.4%
+118.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.1% |
| 7D | +1.4% | -1.6% | +3.1% | +2.8% |
| 30D | +2.3% | +0.5% | +1.7% | +1.8% |
| 3M | -8.3% | -2.3% | -6.0% | -6.5% |
| 6M | -1.3% | -3.1% | +1.7% | +1.3% |
| YTD | +13.5% | -3.0% | +16.5% | +16.5% |
| 1Y | +18.4% | -2.6% | +21.0% | +21.2% |
| 3Y | +69.6% | +15.2% | +54.4% | +53.6% |
| 5Y | +23.3% | -5.2% | +28.4% | +25.3% |
| All | +143.5% | +25.4% | +118.2% | +149.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LQD.
Daily Out/Under-Performance
Portfolio return minus LQD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LQD 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 LQD 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