-4.9%
LQD vs IWD
+73.2%
-78.1%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +0.2% | +1.6% | -1.4% | -0.2% |
| 30D | +1.4% | +3.6% | -2.2% | +0.6% |
| 3M | -1.1% | +2.0% | -3.2% | -1.6% |
| 6M | -2.9% | +13.1% | -16.0% | -5.6% |
| YTD | -2.3% | +26.2% | -28.5% | -7.4% |
| 1Y | -2.1% | +29.6% | -31.7% | -7.7% |
| 3Y | +15.9% | +84.3% | -68.4% | 0.0% |
| 5Y | -4.9% | +73.4% | -78.4% | -18.1% |
| All | -4.9% | +73.2% | -78.1% | -18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling