+1,549.9%
LLY vs IBKR
+1,011.6%
+538.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.8% | -1.0% |
| 7D | -2.9% | -1.3% | -1.6% | -2.7% |
| 30D | -8.4% | -0.2% | -8.2% | -8.6% |
| 3M | -3.8% | +3.0% | -6.7% | -4.8% |
| 6M | +11.9% | +33.9% | -21.9% | +5.4% |
| YTD | +4.3% | +42.5% | -38.2% | -3.3% |
| 1Y | +48.5% | +44.9% | +3.6% | +36.7% |
| 3Y | +91.2% | +293.0% | -201.8% | +43.9% |
| 5Y | +387.5% | +497.7% | -110.2% | +233.1% |
| All | +1,549.9% | +1,011.6% | +538.2% | +840.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling