-5.8%
LQD vs IBB
+17.1%
-22.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.7% |
| 7D | -1.1% | -5.2% | +4.1% | -0.3% |
| 30D | -1.1% | +1.5% | -2.6% | -1.4% |
| 3M | -2.3% | +22.1% | -24.5% | -5.4% |
| 6M | -2.9% | +17.7% | -20.6% | -5.5% |
| YTD | -2.3% | +20.2% | -22.5% | -5.3% |
| 1Y | -2.2% | +44.4% | -46.6% | -7.9% |
| 3Y | +14.0% | +61.1% | -47.1% | +4.6% |
| 5Y | -5.8% | +18.5% | -24.3% | -14.4% |
| All | -5.8% | +17.1% | -22.9% | -14.4% |
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