+189.9%
LQD vs ISRG
+25,355.9%
-25,165.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.5% | +4.5% | +0.1% |
| 7D | +0.2% | -5.2% | +5.4% | +0.3% |
| 30D | -0.6% | -7.6% | +7.0% | -0.5% |
| 3M | -1.2% | -16.4% | +15.1% | -0.9% |
| 6M | -1.9% | -28.6% | +26.6% | -1.4% |
| YTD | -1.3% | -38.2% | +36.9% | -0.5% |
| 1Y | -1.0% | -25.5% | +24.5% | -0.6% |
| 3Y | +15.2% | +17.4% | -2.2% | +14.7% |
| 5Y | -4.4% | -3.0% | -1.4% | -4.9% |
| 10Y | +22.6% | +356.0% | -333.4% | +20.8% |
| All | +189.9% | +25,355.9% | -25,165.9% | +186.4% |
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 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