+2,077.5%
LLY vs IEF
+7.3%
+2,070.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | +6.6% | -2.0% | +8.6% | +6.5% |
| 30D | +19.4% | +0.7% | +18.7% | +19.5% |
| 3M | +19.6% | -2.5% | +22.1% | +19.3% |
| 6M | +42.6% | -2.6% | +45.1% | +42.3% |
| YTD | +35.0% | -3.2% | +38.2% | +34.6% |
| 1Y | +42.0% | -3.0% | +45.1% | +41.7% |
| 3Y | +140.5% | +10.5% | +130.0% | +145.6% |
| 5Y | +479.9% | -8.2% | +488.0% | +426.3% |
| All | +2,077.5% | +7.3% | +2,070.1% | +1,990.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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