+15.2%
LQD vs IWD
+71.7%
-56.4%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.2% |
| 7D | +0.2% | -0.2% | +0.4% | +0.3% |
| 30D | -0.6% | -0.8% | +0.2% | -0.4% |
| 3M | -1.2% | +8.0% | -9.2% | -2.9% |
| 6M | -1.9% | +18.2% | -20.1% | -5.4% |
| YTD | -1.3% | +22.3% | -23.6% | -5.5% |
| 1Y | -1.0% | +28.9% | -29.9% | -6.3% |
| 3Y | +15.2% | +71.5% | -56.3% | -1.3% |
| All | +15.2% | +71.7% | -56.4% | -1.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling