+2,080.1%
LLY vs IAG
+389.3%
+1,690.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +1.2% |
| 7D | +6.7% | -7.7% | +14.4% | +7.0% |
| 30D | +19.6% | +1.6% | +18.0% | +19.4% |
| 3M | +19.7% | -2.4% | +22.1% | +19.6% |
| 6M | +42.7% | -7.8% | +50.6% | +42.6% |
| YTD | +35.1% | +5.0% | +30.1% | +34.2% |
| 1Y | +42.2% | +25.7% | +16.5% | +40.4% |
| 3Y | +140.8% | +694.5% | -553.7% | +126.8% |
| 5Y | +480.6% | +421.7% | +58.9% | +444.6% |
| All | +2,080.1% | +389.3% | +1,690.8% | +1,869.9% |
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