+189.9%
LQD vs IYR
+531.2%
-341.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +0.2% | -0.4% | +0.6% | +0.3% |
| 30D | -0.6% | -2.5% | +1.9% | -0.4% |
| 3M | -1.2% | +1.5% | -2.7% | -1.3% |
| 6M | -1.9% | +3.9% | -5.8% | -2.2% |
| YTD | -1.3% | +9.5% | -10.8% | -1.8% |
| 1Y | -1.0% | +7.5% | -8.5% | -1.5% |
| 3Y | +15.2% | +30.8% | -15.5% | +13.4% |
| 5Y | -4.4% | +4.8% | -9.2% | -5.2% |
| 10Y | +22.6% | +64.3% | -41.7% | +19.4% |
| All | +189.9% | +531.2% | -341.2% | +180.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling