+741.9%
IWM vs LLY
+3,391.7%
-2,649.7%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.2% |
| 7D | -2.0% | -4.5% | +2.5% | -0.6% |
| 30D | -1.5% | +13.9% | -15.4% | -5.6% |
| 3M | -8.0% | +13.8% | -21.8% | -12.1% |
| 6M | -4.1% | +37.6% | -41.7% | -14.3% |
| YTD | +11.9% | +26.6% | -14.7% | +1.7% |
| 1Y | +15.0% | +45.3% | -30.3% | -0.3% |
| 3Y | +64.2% | +132.2% | -68.0% | +15.3% |
| 5Y | +20.4% | +434.7% | -414.3% | -39.8% |
| 10Y | +168.0% | +2,084.3% | -1,916.3% | -28.2% |
| All | +741.9% | +3,391.7% | -2,649.7% | +63.5% |
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