+443.8%
LLY vs IAG
+515.1%
-71.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +7.2% | -8.0% | -1.1% |
| 7D | -4.5% | +21.4% | -25.9% | -5.3% |
| 30D | +13.9% | +4.0% | +9.9% | +13.6% |
| 3M | +13.8% | +17.0% | -3.3% | +12.7% |
| 6M | +37.6% | +1.4% | +36.2% | +37.0% |
| YTD | +26.6% | +13.8% | +12.8% | +24.9% |
| 1Y | +45.3% | +55.8% | -10.5% | +41.4% |
| 3Y | +132.2% | +647.4% | -515.2% | +113.1% |
| All | +443.8% | +515.1% | -71.2% | +392.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling