+372.0%
LLY vs IAG
+764.1%
-392.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.8% |
| 7D | -2.1% | -0.5% | -1.6% | -2.1% |
| 30D | -1.6% | +28.9% | -30.5% | -2.7% |
| 3M | +2.3% | +19.1% | -16.9% | +1.3% |
| 6M | +14.9% | -10.3% | +25.1% | +14.8% |
| YTD | +7.5% | +24.2% | -16.7% | +5.9% |
| 1Y | +55.7% | +116.5% | -60.8% | +50.1% |
| 3Y | +110.6% | +742.8% | -632.2% | +95.3% |
| All | +372.0% | +764.1% | -392.1% | +346.4% |
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