+4,421.0%
LLY vs IBN
+1,726.4%
+2,694.7%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.2% | -5.0% | -1.3% |
| 7D | -4.5% | +15.1% | -19.6% | -6.3% |
| 30D | +13.9% | +21.6% | -7.7% | +10.9% |
| 3M | +13.8% | +11.2% | +2.6% | +12.1% |
| 6M | +37.6% | +27.8% | +9.9% | +33.0% |
| YTD | +26.6% | +14.7% | +11.9% | +24.1% |
| 1Y | +45.3% | +14.4% | +30.9% | +42.5% |
| 3Y | +132.2% | +52.1% | +80.1% | +118.6% |
| 5Y | +434.7% | +70.7% | +364.0% | +393.2% |
| 10Y | +2,084.3% | +385.5% | +1,698.8% | +1,603.3% |
| All | +4,421.0% | +1,726.4% | +2,694.7% | +2,642.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling