+73.0%
IWM vs LLY
+146.9%
-73.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.5% | +0.9% |
| 7D | -0.3% | +1.4% | -1.7% | -0.5% |
| 30D | +1.9% | +21.5% | -19.7% | -0.4% |
| 3M | -5.7% | +18.5% | -24.2% | -7.5% |
| 6M | -0.3% | +49.1% | -49.4% | -5.1% |
| YTD | +15.8% | +34.4% | -18.6% | +11.1% |
| 1Y | +17.1% | +46.3% | -29.2% | +11.1% |
| All | +73.0% | +146.9% | -73.9% | +63.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LLY.
Daily Out/Under-Performance
Portfolio return minus LLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LLY 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 3y: compounded portfolio wealth divided by compounded LLY 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…
3y analysis · Full analysis span regression · 6 months rolling