+184.9%
LQD vs ISRG
+32,148.1%
-31,963.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.1% | -0.2% |
| 7D | -1.6% | -2.0% | +0.4% | -1.6% |
| 30D | +0.5% | +5.6% | -5.0% | +0.4% |
| 3M | -2.3% | +10.5% | -12.9% | -2.5% |
| 6M | -3.1% | +2.6% | -5.7% | -3.2% |
| YTD | -3.0% | -21.7% | +18.7% | -2.7% |
| 1Y | -2.6% | -21.6% | +19.0% | -2.2% |
| 3Y | +15.2% | +57.0% | -41.9% | +14.1% |
| 5Y | -5.2% | +25.0% | -30.1% | -6.1% |
| 10Y | +24.6% | +542.1% | -517.5% | +22.2% |
| All | +184.9% | +32,148.1% | -31,963.1% | +180.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling