-5.2%
LQD vs ISRG
-2.2%
-3.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.0% | -0.2% |
| 7D | 0.0% | -5.0% | +5.0% | +0.3% |
| 30D | -0.2% | -10.2% | +10.0% | +0.5% |
| 3M | -1.7% | -17.2% | +15.5% | -0.6% |
| 6M | -2.7% | -28.4% | +25.7% | -0.6% |
| YTD | -1.4% | -37.6% | +36.2% | +1.6% |
| 1Y | -1.0% | -24.4% | +23.5% | +0.5% |
| 3Y | +15.1% | +18.4% | -3.4% | +11.1% |
| 5Y | -5.2% | -1.0% | -4.2% | -9.7% |
| All | -5.2% | -2.2% | -3.0% | -9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling