+73.0%
IWM vs LQD
+16.9%
+56.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.8% |
| 7D | -0.3% | -0.5% | +0.2% | +0.3% |
| 30D | +1.9% | +1.7% | +0.1% | -0.4% |
| 3M | -5.7% | -0.7% | -5.0% | -4.8% |
| 6M | -0.3% | -2.2% | +2.0% | +2.8% |
| YTD | +15.8% | -1.9% | +17.7% | +18.9% |
| 1Y | +17.1% | -2.0% | +19.1% | +20.5% |
| All | +73.0% | +16.9% | +56.1% | +47.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling