+42.0%
LLY vs IEF
-3.1%
+45.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.4% |
| 7D | +6.6% | -2.0% | +8.6% | +9.6% |
| 30D | +19.4% | +0.7% | +18.7% | +18.2% |
| 3M | +19.6% | -2.5% | +22.1% | +23.4% |
| 6M | +42.6% | -2.6% | +45.1% | +47.9% |
| YTD | +35.0% | -3.2% | +38.2% | +46.6% |
| 1Y | +42.0% | -3.0% | +45.1% | +53.3% |
| All | +42.0% | -3.1% | +45.1% | +53.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling