+1,580.3%
LLY vs IAG
+401.0%
+1,179.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | 0.0% |
| 7D | -3.1% | +1.7% | -4.8% | -3.1% |
| 30D | -8.6% | +11.4% | -20.1% | -9.0% |
| 3M | -1.6% | +33.0% | -34.7% | -2.7% |
| 6M | +11.8% | -6.0% | +17.8% | +11.7% |
| YTD | +5.1% | +24.6% | -19.4% | +4.0% |
| 1Y | +50.7% | +105.0% | -54.3% | +46.9% |
| 3Y | +95.7% | +837.9% | -742.2% | +83.5% |
| 5Y | +390.2% | +817.0% | -426.8% | +355.4% |
| 10Y | +1,580.3% | +425.3% | +1,155.0% | +1,440.3% |
| All | +1,580.3% | +401.0% | +1,179.3% | +1,440.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 10y: compounded portfolio wealth divided by compounded IAG 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…
10y analysis · Full analysis span regression · 6 months rolling