+4,705.3%
LLY vs IEF
+127.6%
+4,577.6%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +1.4% | -0.8% | +2.1% | +1.0% |
| 30D | +21.5% | +2.0% | +19.5% | +22.6% |
| 3M | +18.5% | -1.1% | +19.5% | +17.8% |
| 6M | +49.1% | -1.9% | +51.0% | +47.7% |
| YTD | +34.4% | -2.2% | +36.6% | +32.8% |
| 1Y | +46.3% | -2.3% | +48.6% | +44.5% |
| 3Y | +145.5% | +11.6% | +133.9% | +159.9% |
| 5Y | +472.7% | -7.1% | +479.7% | +435.2% |
| 10Y | +2,050.0% | +7.8% | +2,042.2% | +2,138.3% |
| All | +4,705.3% | +127.6% | +4,577.6% | +10,755.2% |
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