-2.2%
LQD vs IBB
+42.3%
-44.5%
-4.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.8% |
| 7D | -1.1% | -5.2% | +4.1% | -0.5% |
| 30D | -1.1% | +1.5% | -2.6% | -1.3% |
| 3M | -2.3% | +22.1% | -24.5% | -4.6% |
| 6M | -2.9% | +17.7% | -20.6% | -4.9% |
| YTD | -2.3% | +20.2% | -22.5% | -4.6% |
| 1Y | -2.2% | +44.4% | -46.6% | -5.8% |
| All | -2.2% | +42.3% | -44.5% | -5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling