+1,549.9%
LLY vs IBN
+324.2%
+1,225.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.5% | -1.0% |
| 7D | -2.9% | -3.0% | +0.1% | -2.4% |
| 30D | -8.4% | -1.5% | -6.9% | -8.2% |
| 3M | -3.8% | +7.9% | -11.7% | -5.1% |
| 6M | +11.9% | +8.6% | +3.3% | +10.2% |
| YTD | +4.3% | -0.6% | +4.9% | +4.2% |
| 1Y | +48.5% | -7.3% | +55.8% | +49.9% |
| 3Y | +91.2% | +26.2% | +65.0% | +83.0% |
| 5Y | +387.5% | +57.8% | +329.6% | +346.6% |
| All | +1,549.9% | +324.2% | +1,225.7% | +1,186.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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