+38.2%
IWM vs LQD
-4.7%
+42.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.2% |
| 7D | -1.1% | 0.0% | -1.1% | -1.1% |
| 30D | -3.1% | -0.2% | -2.9% | -2.9% |
| 3M | +2.2% | -1.7% | +3.9% | +4.0% |
| 6M | +15.1% | -2.7% | +17.8% | +18.4% |
| YTD | +18.6% | -1.4% | +20.0% | +20.5% |
| 1Y | +24.0% | -1.0% | +25.0% | +25.5% |
| 3Y | +63.7% | +15.1% | +48.7% | +45.0% |
| 5Y | +38.2% | -5.2% | +43.4% | +29.1% |
| All | +38.2% | -4.7% | +42.9% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling