+48.5%
LLY vs IBKR
+46.7%
+1.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.8% | -0.7% |
| 7D | -2.9% | -1.3% | -1.6% | -2.9% |
| 30D | -8.4% | -0.2% | -8.2% | -8.5% |
| 3M | -3.8% | +3.0% | -6.7% | -4.1% |
| 6M | +11.9% | +33.9% | -21.9% | +8.0% |
| YTD | +4.3% | +42.5% | -38.2% | -0.3% |
| 1Y | +48.5% | +44.9% | +3.6% | +45.9% |
| All | +48.5% | +46.7% | +1.7% | +45.9% |
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