-4.4%
LQD vs ROIV
+316.9%
-321.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +18.8% | -18.8% | -0.4% |
| 7D | +0.2% | +20.2% | -19.9% | -0.2% |
| 30D | -0.6% | +14.1% | -14.7% | -0.9% |
| 3M | -1.2% | +45.6% | -46.8% | -2.1% |
| 6M | -1.9% | +44.1% | -46.1% | -2.9% |
| YTD | -1.3% | +91.2% | -92.4% | -2.9% |
| 1Y | -1.0% | +221.3% | -222.3% | -3.8% |
| 3Y | +15.2% | +229.2% | -214.0% | +11.5% |
| 5Y | -4.4% | +316.5% | -320.9% | -9.6% |
| All | -4.4% | +316.9% | -321.3% | -9.6% |
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