+361.5%
LLY vs IEF
-8.2%
+369.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | -3.1% | +0.1% | -3.2% | -3.1% |
| 30D | -5.1% | -0.7% | -4.3% | -4.9% |
| 3M | -2.1% | -0.4% | -1.6% | -1.9% |
| 6M | +13.8% | -2.5% | +16.3% | +14.7% |
| YTD | +5.1% | -1.6% | +6.7% | +5.7% |
| 1Y | +53.1% | -1.3% | +54.4% | +53.8% |
| 3Y | +95.6% | +10.1% | +85.5% | +91.3% |
| 5Y | +361.5% | -8.3% | +369.8% | +325.3% |
| All | +361.5% | -8.2% | +369.7% | +325.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling