+2,006.3%
LLY vs IAG
+326.7%
+1,679.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +5.8% | -1.5% | +4.1% |
| 7D | +0.1% | +24.0% | -23.9% | -0.6% |
| 30D | +19.7% | +5.5% | +14.2% | +19.5% |
| 3M | +19.3% | +8.3% | +11.0% | +18.8% |
| 6M | +49.3% | +6.1% | +43.2% | +48.7% |
| YTD | +32.0% | +20.3% | +11.7% | +30.6% |
| 1Y | +53.7% | +56.5% | -2.8% | +50.9% |
| 3Y | +143.7% | +762.6% | -618.9% | +129.0% |
| 5Y | +463.9% | +546.3% | -82.4% | +426.7% |
| 10Y | +2,006.3% | +356.1% | +1,650.3% | +1,864.8% |
| All | +2,006.3% | +326.7% | +1,679.7% | +1,864.8% |
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