-3.3%
LQD vs IRE
-97.7%
+94.4%
-6.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -15.8% | +15.1% | -0.7% |
| 7D | +0.2% | -41.9% | +42.1% | +0.3% |
| 30D | +1.4% | -75.1% | +76.5% | +1.9% |
| 3M | -1.1% | -82.4% | +81.3% | -0.5% |
| 6M | -2.9% | -95.5% | +92.6% | -2.1% |
| YTD | -2.3% | -93.1% | +90.7% | -1.7% |
| 1Y | -2.1% | -97.8% | +95.7% | -1.6% |
| All | -3.3% | -97.7% | +94.4% | -2.8% |
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