+57.3%
LLY vs IBKR
+10.3%
+47.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.6% |
| 7D | +10.1% | -6.8% | +16.8% | +9.9% |
| 30D | +24.0% | -12.5% | +36.6% | +23.8% |
| 3M | +27.3% | -12.0% | +39.3% | +26.9% |
| 6M | +47.0% | -4.5% | +51.5% | +44.9% |
| YTD | +32.6% | +21.5% | +11.1% | +27.9% |
| 1Y | +57.3% | +10.6% | +46.7% | +53.4% |
| All | +57.3% | +10.3% | +47.1% | +53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR 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 IBKR 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