-4.7%
LQD vs IOT
+54.1%
-58.8%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.1% | 0.0% |
| 7D | -1.1% | -4.5% | +3.4% | -1.0% |
| 30D | -1.3% | -2.4% | +1.2% | -1.2% |
| 3M | -3.2% | +19.0% | -22.2% | -3.9% |
| 6M | -2.1% | +19.6% | -21.8% | -2.9% |
| YTD | -2.4% | +8.3% | -10.6% | -3.0% |
| 1Y | -2.7% | -0.8% | -1.9% | -3.1% |
| 3Y | +14.2% | +24.4% | -10.2% | +11.5% |
| All | -4.7% | +54.1% | -58.8% | -10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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