+3,165.7%
LLY vs IBKR
+1,332.5%
+1,833.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.2% |
| 7D | -3.1% | +1.3% | -4.4% | -3.4% |
| 30D | -8.6% | -0.3% | -8.3% | -8.7% |
| 3M | -1.6% | +4.7% | -6.3% | -3.3% |
| 6M | +11.8% | +34.0% | -22.2% | +4.0% |
| YTD | +5.1% | +40.8% | -35.7% | -3.8% |
| 1Y | +50.7% | +45.7% | +5.0% | +36.4% |
| 3Y | +95.7% | +288.4% | -192.7% | +39.7% |
| 5Y | +390.2% | +487.2% | -97.0% | +211.8% |
| 10Y | +1,580.3% | +991.2% | +589.1% | +774.5% |
| All | +3,165.7% | +1,332.5% | +1,833.2% | +1,257.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling