+22.2%
LQD vs IAU
+220.2%
-198.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.6% | -0.1% |
| 7D | -1.1% | -2.0% | +0.9% | -0.8% |
| 30D | -1.3% | -1.5% | +0.2% | -1.1% |
| 3M | -3.2% | +3.3% | -6.5% | -3.8% |
| 6M | -2.1% | -16.2% | +14.1% | +0.5% |
| YTD | -2.4% | +0.7% | -3.0% | -3.5% |
| 1Y | -2.7% | +19.2% | -21.9% | -7.3% |
| 3Y | +14.2% | +124.4% | -110.2% | -6.8% |
| 5Y | -5.8% | +140.0% | -145.8% | -24.7% |
| All | +22.2% | +220.2% | -198.0% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 IAU 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