-2.4%
LQD vs IRE
-84.0%
+81.6%
-3.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.8% | +6.6% | -0.1% |
| 7D | 0.0% | +29.0% | -29.1% | -0.2% |
| 30D | -0.2% | +24.2% | -24.4% | -0.4% |
| 3M | -1.7% | -53.2% | +51.5% | -1.6% |
| 6M | -2.7% | -36.0% | +33.4% | -2.8% |
| YTD | -1.4% | -51.0% | +49.6% | -1.5% |
| All | -2.4% | -84.0% | +81.6% | -2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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