+23.3%
LQD vs IBB
+128.4%
-105.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.1% |
| 7D | 0.0% | -3.9% | +3.8% | +0.4% |
| 30D | -0.2% | +2.7% | -2.9% | -0.5% |
| 3M | -1.7% | +21.4% | -23.0% | -3.6% |
| 6M | -2.7% | +20.1% | -22.8% | -4.6% |
| YTD | -1.4% | +21.9% | -23.3% | -3.5% |
| 1Y | -1.0% | +44.1% | -45.1% | -4.7% |
| 3Y | +15.1% | +63.4% | -48.3% | +9.0% |
| 5Y | -5.2% | +19.8% | -24.9% | -8.9% |
| All | +23.3% | +128.4% | -105.0% | +17.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling