+1,580.3%
LLY vs IEF
+4.6%
+1,575.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | -3.1% | -0.3% | -2.8% | -3.1% |
| 30D | -8.6% | -0.6% | -8.0% | -8.7% |
| 3M | -1.6% | -1.0% | -0.7% | -1.7% |
| 6M | +11.8% | -3.1% | +14.9% | +11.4% |
| YTD | +5.1% | -1.9% | +7.0% | +4.9% |
| 1Y | +50.7% | -1.4% | +52.1% | +50.6% |
| 3Y | +95.7% | +9.8% | +85.9% | +99.5% |
| 5Y | +390.2% | -8.8% | +399.0% | +335.7% |
| 10Y | +1,580.3% | +4.7% | +1,575.6% | +1,401.0% |
| All | +1,580.3% | +4.6% | +1,575.8% | +1,401.0% |
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