+189.5%
LQD vs IWF
+1,599.0%
-1,409.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | 0.0% | +0.5% | -0.6% | -0.1% |
| 30D | -0.2% | -1.4% | +1.2% | -0.1% |
| 3M | -1.7% | +0.4% | -2.1% | -1.7% |
| 6M | -2.7% | +8.5% | -11.1% | -3.3% |
| YTD | -1.4% | +3.7% | -5.1% | -1.7% |
| 1Y | -1.0% | +8.5% | -9.5% | -1.6% |
| 3Y | +15.1% | +78.5% | -63.5% | +10.2% |
| 5Y | -5.2% | +73.6% | -78.8% | -9.5% |
| 10Y | +23.3% | +421.3% | -398.0% | +13.3% |
| All | +189.5% | +1,599.0% | -1,409.5% | +164.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 all: compounded portfolio wealth divided by compounded IWF 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…
all analysis · Full analysis span regression · 6 months rolling