-4.4%
LQD vs ROIV
+298.2%
-302.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.2% |
| 7D | 0.0% | +22.3% | -22.4% | -0.5% |
| 30D | -0.2% | +16.9% | -17.0% | -0.6% |
| 3M | -1.7% | +43.9% | -45.6% | -2.6% |
| 6M | -2.7% | +41.6% | -44.3% | -3.6% |
| YTD | -1.4% | +92.7% | -94.1% | -3.1% |
| 1Y | -1.0% | +210.2% | -211.2% | -3.8% |
| 3Y | +15.1% | +231.8% | -216.8% | +11.2% |
| 5Y | -5.2% | +319.8% | -325.0% | -10.0% |
| All | -4.4% | +298.2% | -302.6% | -8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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