+14.2%
LQD vs IYR
+29.0%
-14.8%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.2% |
| 7D | -1.1% | -1.4% | +0.3% | -0.8% |
| 30D | -1.3% | -2.7% | +1.4% | -0.7% |
| 3M | -3.2% | -2.1% | -1.1% | -2.8% |
| 6M | -2.1% | +3.6% | -5.7% | -3.1% |
| YTD | -2.4% | +8.1% | -10.5% | -4.4% |
| 1Y | -2.7% | +4.7% | -7.4% | -4.0% |
| 3Y | +14.2% | +29.1% | -14.9% | +5.2% |
| All | +14.2% | +29.0% | -14.8% | +5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 IYR 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