+2,024.1%
LLY vs IBB
+130.8%
+1,893.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +2.1% |
| 7D | +1.6% | +0.8% | +0.8% | +1.1% |
| 30D | +21.5% | +5.2% | +16.3% | +17.9% |
| 3M | +16.4% | +8.6% | +7.8% | +10.8% |
| 6M | +51.5% | +27.8% | +23.7% | +31.5% |
| YTD | +33.9% | +28.8% | +5.1% | +16.0% |
| 1Y | +49.1% | +36.4% | +12.7% | +25.1% |
| 3Y | +144.6% | +89.3% | +55.3% | +71.1% |
| 5Y | +466.3% | +43.3% | +423.1% | +351.8% |
| 10Y | +2,024.1% | +130.6% | +1,893.5% | +1,126.4% |
| All | +2,024.1% | +130.8% | +1,893.4% | +1,126.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 10y: compounded portfolio wealth divided by compounded IBB 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…
10y analysis · Full analysis span regression · 6 months rolling