+15.2%
LQD vs IAU
+99.0%
-83.8%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.4% | -0.2% |
| 7D | -1.6% | -4.6% | +2.9% | -1.3% |
| 30D | +0.5% | -5.4% | +6.0% | +0.9% |
| 3M | -2.3% | -10.9% | +8.6% | -1.6% |
| 6M | -3.1% | -17.4% | +14.3% | -1.9% |
| YTD | -3.0% | -10.2% | +7.2% | -2.9% |
| 1Y | -2.6% | -7.1% | +4.5% | -2.8% |
| 3Y | +15.2% | +97.7% | -82.5% | -2.2% |
| All | +15.2% | +99.0% | -83.8% | -2.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling