+916.5%
IWM vs LQD
+190.1%
+726.3%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +0.1% | -0.4% | +0.5% | +0.2% |
| 30D | -1.3% | -0.8% | -0.5% | -1.0% |
| 3M | +1.6% | -1.9% | +3.5% | +2.4% |
| 6M | +13.6% | -2.7% | +16.2% | +14.8% |
| YTD | +20.8% | -1.3% | +22.0% | +21.5% |
| 1Y | +26.4% | 0.0% | +26.4% | +26.6% |
| 3Y | +60.7% | +14.9% | +45.8% | +53.6% |
| 5Y | +38.2% | -4.6% | +42.8% | +37.6% |
| 10Y | +169.5% | +22.0% | +147.5% | +160.9% |
| All | +916.5% | +190.1% | +726.3% | +1,081.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling