+132.2%
LLY vs IAG
+621.5%
-489.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +7.2% | -8.0% | -1.2% |
| 7D | -4.5% | +21.4% | -25.9% | -5.5% |
| 30D | +13.9% | +4.0% | +9.9% | +13.5% |
| 3M | +13.8% | +17.0% | -3.3% | +12.3% |
| 6M | +37.6% | +1.4% | +36.2% | +36.7% |
| YTD | +26.6% | +13.8% | +12.8% | +24.1% |
| 1Y | +45.3% | +55.8% | -10.5% | +39.4% |
| 3Y | +132.2% | +647.4% | -515.2% | +101.0% |
| All | +132.2% | +621.5% | -489.3% | +101.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling