+3,742.7%
LLY vs IEF
+129.4%
+3,613.3%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -2.1% | -0.3% | -1.9% | -2.3% |
| 30D | -1.6% | -0.8% | -0.8% | -2.0% |
| 3M | +2.3% | -1.0% | +3.3% | +1.8% |
| 6M | +14.9% | -2.8% | +17.6% | +13.3% |
| YTD | +7.5% | -1.5% | +9.0% | +6.7% |
| 1Y | +55.7% | -0.4% | +56.1% | +55.3% |
| 3Y | +110.6% | +9.7% | +100.9% | +120.7% |
| 5Y | +363.4% | -8.3% | +371.7% | +328.2% |
| 10Y | +1,649.0% | +4.6% | +1,644.4% | +1,682.2% |
| All | +3,742.7% | +129.4% | +3,613.3% | +8,615.6% |
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