+122.4%
LQD vs XBI
+905.2%
-782.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.8% |
| 7D | -1.1% | -4.6% | +3.5% | -0.9% |
| 30D | -1.1% | -0.8% | -0.3% | -1.1% |
| 3M | -2.3% | +21.8% | -24.2% | -3.2% |
| 6M | -2.9% | +23.2% | -26.1% | -3.9% |
| YTD | -2.3% | +28.7% | -31.1% | -3.5% |
| 1Y | -2.2% | +67.8% | -70.0% | -4.5% |
| 3Y | +14.0% | +100.6% | -86.6% | +10.2% |
| 5Y | -5.8% | +19.8% | -25.6% | -8.0% |
| 10Y | +22.2% | +159.7% | -137.5% | +17.0% |
| All | +122.4% | +905.2% | -782.8% | +98.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XBI.
Daily Out/Under-Performance
Portfolio return minus XBI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XBI 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 XBI 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