+3,228.8%
LLY vs IAG
+377.5%
+2,851.3%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.6% |
| 3M | +2.3% | +19.1% | -16.9% | +1.4% |
| 6M | +14.9% | -10.3% | +25.1% | +14.9% |
| YTD | +7.5% | +24.2% | -16.7% | +6.0% |
| 1Y | +55.7% | +116.5% | -60.8% | +50.4% |
| 3Y | +110.6% | +742.8% | -632.2% | +92.3% |
| 5Y | +363.4% | +753.3% | -389.9% | +317.3% |
| 10Y | +1,649.0% | +403.2% | +1,245.8% | +1,457.8% |
| All | +3,228.8% | +377.5% | +2,851.3% | +2,616.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling