+188.1%
LQD vs IBB
+1,295.2%
-1,107.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.4% | +0.1% |
| 7D | -0.5% | -1.4% | +0.8% | -0.5% |
| 30D | +1.7% | +6.8% | -5.1% | +1.5% |
| 3M | -0.7% | +9.2% | -9.9% | -1.1% |
| 6M | -2.2% | +28.3% | -30.6% | -3.3% |
| YTD | -1.9% | +29.4% | -31.3% | -3.0% |
| 1Y | -2.0% | +33.2% | -35.2% | -3.2% |
| 3Y | +16.5% | +90.2% | -73.7% | +13.5% |
| 5Y | -4.2% | +44.0% | -48.2% | -6.2% |
| 10Y | +26.0% | +133.1% | -107.1% | +22.7% |
| All | +188.1% | +1,295.2% | -1,107.1% | +184.9% |
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