-4.6%
LQD vs ROIV
+413.6%
-418.2%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.0% | -0.8% |
| 7D | +0.2% | +14.3% | -14.1% | -0.2% |
| 30D | +1.4% | +16.2% | -14.8% | +1.0% |
| 3M | -1.1% | +15.1% | -16.2% | -1.6% |
| 6M | -2.9% | +44.2% | -47.2% | -4.0% |
| YTD | -2.3% | +89.8% | -92.2% | -4.1% |
| 1Y | -2.1% | +94.6% | -96.7% | -3.9% |
| 3Y | +15.9% | +367.5% | -351.6% | +11.2% |
| All | -4.6% | +413.6% | -418.2% | -10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling