+92.5%
LLY vs IBKR
+283.5%
-191.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.8% | 0.0% |
| 7D | -3.2% | -3.8% | +0.6% | -2.6% |
| 30D | -7.4% | -0.3% | -7.1% | -7.6% |
| 3M | -1.0% | +4.8% | -5.8% | -2.4% |
| 6M | +12.5% | +30.8% | -18.3% | +6.0% |
| YTD | +5.0% | +39.5% | -34.5% | -2.9% |
| 1Y | +49.8% | +43.7% | +6.1% | +37.0% |
| All | +92.5% | +283.5% | -191.0% | +35.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling