-2.7%
LQD vs IOT
+9.8%
-12.5%
-2.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.7% | +3.6% | -0.1% |
| 7D | 0.0% | +5.1% | -5.1% | -0.1% |
| 30D | -0.2% | -3.0% | +2.8% | -0.2% |
| 3M | -1.7% | +15.0% | -16.6% | -1.9% |
| 6M | -2.7% | +13.1% | -15.8% | -1.5% |
| All | -2.7% | +9.8% | -12.5% | -1.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling