+184.9%
LQD vs IBB
+1,259.1%
-1,074.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.2% |
| 7D | -1.6% | -0.5% | -1.1% | -1.6% |
| 30D | +0.5% | +4.6% | -4.0% | +0.3% |
| 3M | -2.3% | +6.8% | -9.1% | -2.6% |
| 6M | -3.1% | +23.1% | -26.2% | -3.9% |
| YTD | -3.0% | +26.0% | -29.0% | -3.9% |
| 1Y | -2.6% | +30.4% | -32.9% | -3.6% |
| 3Y | +15.2% | +85.4% | -70.3% | +12.4% |
| 5Y | -5.2% | +39.7% | -44.9% | -7.0% |
| 10Y | +24.6% | +127.1% | -102.5% | +21.5% |
| All | +184.9% | +1,259.1% | -1,074.2% | +182.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling