+41.1%
LLY vs IAG
+25.8%
+15.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.1% | +4.5% | -0.5% |
| 7D | +4.6% | -2.1% | +6.6% | +4.6% |
| 30D | +22.4% | -6.2% | +28.5% | +22.6% |
| 3M | +17.1% | -5.1% | +22.3% | +17.2% |
| 6M | +44.6% | -10.0% | +54.6% | +44.9% |
| YTD | +33.5% | +3.9% | +29.5% | +30.8% |
| 1Y | +41.1% | +18.9% | +22.3% | +35.3% |
| All | +41.1% | +25.8% | +15.3% | +35.3% |
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 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