-2.6%
LQD vs IRE
-97.3%
+94.7%
-6.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +0.1% |
| 7D | +0.9% | -15.5% | +16.4% | +0.9% |
| 30D | +2.2% | -70.4% | +72.6% | +2.6% |
| 3M | -0.9% | -81.6% | +80.7% | -0.4% |
| 6M | -2.2% | -94.7% | +92.5% | -1.4% |
| YTD | -1.6% | -91.8% | +90.1% | -1.0% |
| 1Y | -1.3% | -97.6% | +96.2% | -0.9% |
| All | -2.6% | -97.3% | +94.7% | -2.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling