+45.3%
LLY vs IBB
+35.8%
+9.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -2.1% |
| 7D | -4.5% | -1.8% | -2.7% | -3.2% |
| 30D | +13.9% | +5.1% | +8.8% | +9.3% |
| 3M | +13.8% | +10.7% | +3.0% | +3.9% |
| 6M | +37.6% | +22.9% | +14.7% | +15.0% |
| YTD | +26.6% | +26.7% | -0.1% | +3.4% |
| 1Y | +45.3% | +35.1% | +10.2% | +12.8% |
| All | +45.3% | +35.8% | +9.6% | +12.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling