-4.4%
LQD vs ISRG
+24.8%
-29.2%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.1% | -0.3% |
| 7D | -1.6% | -2.0% | +0.4% | -1.5% |
| 30D | +0.5% | +5.6% | -5.0% | +0.1% |
| 3M | -2.3% | +10.5% | -12.9% | -3.0% |
| 6M | -3.1% | +2.6% | -5.7% | -3.5% |
| YTD | -3.0% | -21.7% | +18.7% | -1.6% |
| 1Y | -2.6% | -21.6% | +19.0% | -1.2% |
| 3Y | +15.2% | +57.0% | -41.9% | +9.0% |
| All | -4.4% | +24.8% | -29.2% | -11.0% |
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