-1.9%
LQD vs IEFA
+17.0%
-18.9%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.5% | -1.7% | +0.3% |
| 7D | +0.4% | +1.9% | -1.5% | 0.0% |
| 30D | +2.6% | +1.4% | +1.2% | +2.3% |
| 3M | -1.7% | -1.4% | -0.3% | -1.5% |
| 6M | -1.9% | +6.3% | -8.2% | -3.1% |
| YTD | -2.2% | +11.9% | -14.1% | -4.6% |
| 1Y | -1.9% | +17.0% | -18.8% | -4.9% |
| All | -1.9% | +17.0% | -18.9% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 1y: compounded portfolio wealth divided by compounded IEFA 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…
1y analysis · Full analysis span regression · 6 months rolling