+4,620.6%
LLY vs IEF
+129.0%
+4,491.6%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.1% | +4.3% | +4.3% |
| 7D | +0.1% | +0.3% | -0.3% | +0.2% |
| 30D | +19.7% | +2.7% | +17.0% | +21.1% |
| 3M | +19.3% | -0.8% | +20.0% | +18.7% |
| 6M | +49.3% | -1.7% | +51.0% | +48.1% |
| YTD | +32.0% | -1.6% | +33.7% | +30.8% |
| 1Y | +53.7% | -1.6% | +55.3% | +52.4% |
| 3Y | +143.7% | +12.4% | +131.4% | +159.0% |
| 5Y | +463.9% | -7.6% | +471.5% | +423.9% |
| 10Y | +2,006.3% | +7.6% | +1,998.8% | +2,086.3% |
| All | +4,620.6% | +129.0% | +4,491.6% | +10,592.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling