-5.2%
LQD vs IWD
+72.9%
-78.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | 0.0% |
| 7D | 0.0% | -1.2% | +1.1% | +0.2% |
| 30D | -0.2% | -1.6% | +1.4% | +0.2% |
| 3M | -1.7% | +7.0% | -8.7% | -3.2% |
| 6M | -2.7% | +17.0% | -19.6% | -6.0% |
| YTD | -1.4% | +21.6% | -23.1% | -5.6% |
| 1Y | -1.0% | +28.0% | -29.0% | -6.3% |
| 3Y | +15.1% | +70.6% | -55.5% | +1.4% |
| 5Y | -5.2% | +73.3% | -78.5% | -17.5% |
| All | -5.2% | +72.9% | -78.1% | -17.5% |
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