-4.2%
LQD vs IBB
+43.4%
-47.6%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.4% | 0.0% |
| 7D | -0.5% | -1.4% | +0.8% | -0.3% |
| 30D | +1.7% | +6.8% | -5.1% | +0.7% |
| 3M | -0.7% | +9.2% | -9.9% | -2.2% |
| 6M | -2.2% | +28.3% | -30.6% | -6.2% |
| YTD | -1.9% | +29.4% | -31.3% | -6.2% |
| 1Y | -2.0% | +33.2% | -35.2% | -6.8% |
| 3Y | +16.5% | +90.2% | -73.7% | +3.4% |
| 5Y | -4.2% | +44.0% | -48.2% | -13.1% |
| All | -4.2% | +43.4% | -47.6% | -13.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling