+808.3%
IWM vs LLY
+2,863.9%
-2,055.7%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.6% |
| 7D | +0.1% | -2.1% | +2.2% | +0.8% |
| 30D | -1.3% | -1.6% | +0.4% | -0.9% |
| 3M | +1.6% | +2.3% | -0.7% | +0.3% |
| 6M | +13.6% | +14.9% | -1.3% | +7.4% |
| YTD | +20.8% | +7.5% | +13.3% | +15.8% |
| 1Y | +26.4% | +55.7% | -29.3% | +6.7% |
| 3Y | +60.7% | +110.6% | -49.9% | +15.9% |
| 5Y | +38.2% | +363.4% | -325.2% | -27.8% |
| 10Y | +169.5% | +1,649.0% | -1,479.5% | -21.9% |
| All | +808.3% | +2,863.9% | -2,055.7% | +86.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling