+53.1%
LLY vs IAG
+100.7%
-47.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -2.1% |
| 7D | -3.1% | +4.3% | -7.4% | -3.4% |
| 30D | -5.1% | +9.8% | -14.8% | -5.7% |
| 3M | -2.1% | +28.9% | -31.0% | -4.0% |
| 6M | +13.8% | -7.6% | +21.4% | +13.5% |
| YTD | +5.1% | +22.0% | -16.9% | +2.6% |
| 1Y | +53.1% | +99.5% | -46.4% | +51.9% |
| All | +53.1% | +100.7% | -47.6% | +51.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling