+22.2%
LQD vs IBB
+125.2%
-103.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.8% |
| 7D | -1.1% | -5.2% | +4.1% | -0.6% |
| 30D | -1.1% | +1.5% | -2.6% | -1.3% |
| 3M | -2.3% | +22.1% | -24.5% | -4.3% |
| 6M | -2.9% | +17.7% | -20.6% | -4.6% |
| YTD | -2.3% | +20.2% | -22.5% | -4.2% |
| 1Y | -2.2% | +44.4% | -46.6% | -5.9% |
| 3Y | +14.0% | +61.1% | -47.1% | +8.2% |
| 5Y | -5.8% | +18.5% | -24.3% | -9.4% |
| All | +22.2% | +125.2% | -103.0% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded IBB 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling