+22.2%
LQD vs ISRG
+391.9%
-369.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | -0.2% |
| 7D | -1.1% | +0.7% | -1.8% | -1.2% |
| 30D | -1.3% | -8.0% | +6.7% | -0.8% |
| 3M | -3.2% | -10.6% | +7.4% | -2.7% |
| 6M | -2.1% | -25.1% | +23.0% | -0.6% |
| YTD | -2.4% | -34.8% | +32.5% | +0.1% |
| 1Y | -2.7% | -19.0% | +16.4% | -1.8% |
| 3Y | +14.2% | +22.1% | -7.9% | +11.2% |
| 5Y | -5.8% | +8.2% | -14.0% | -8.7% |
| All | +22.2% | +391.9% | -369.8% | +11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ISRG.
Daily Out/Under-Performance
Portfolio return minus ISRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ISRG 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 10y: compounded portfolio wealth divided by compounded ISRG 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…
10y analysis · Full analysis span regression · 6 months rolling