+22.9%
IWM vs LQD
-2.1%
+25.0%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | +0.6% |
| 7D | -2.5% | -1.1% | -1.5% | -0.6% |
| 30D | -4.4% | -1.1% | -3.3% | -2.5% |
| 3M | +2.2% | -2.3% | +4.6% | +6.6% |
| 6M | +14.0% | -2.9% | +16.9% | +19.7% |
| YTD | +17.4% | -2.3% | +19.7% | +22.2% |
| 1Y | +22.9% | -2.2% | +25.1% | +29.1% |
| All | +22.9% | -2.1% | +25.0% | +29.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling