+25.5%
LQD vs IWD
+202.4%
-176.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | -1.5% | +1.7% | -3.2% | -1.8% |
| 30D | +0.9% | +3.2% | -2.3% | +0.4% |
| 3M | -1.7% | +2.3% | -4.0% | -2.0% |
| 6M | -2.8% | +12.9% | -15.7% | -4.5% |
| YTD | -2.8% | +26.2% | -29.0% | -6.0% |
| 1Y | -2.8% | +28.3% | -31.1% | -6.3% |
| 3Y | +15.5% | +84.4% | -68.9% | +5.6% |
| 5Y | -4.9% | +73.0% | -77.9% | -12.7% |
| All | +25.5% | +202.4% | -176.8% | +10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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