+2,918.6%
LLY vs IEMG
+143.7%
+2,774.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.5% | -1.5% |
| 7D | -2.1% | +2.2% | -4.4% | -2.9% |
| 30D | -1.6% | +4.6% | -6.2% | -3.3% |
| 3M | +2.3% | +0.4% | +1.9% | +1.4% |
| 6M | +14.9% | +16.4% | -1.5% | +7.1% |
| YTD | +7.5% | +25.4% | -18.0% | -3.0% |
| 1Y | +55.7% | +38.3% | +17.4% | +35.1% |
| 3Y | +110.6% | +84.1% | +26.5% | +62.4% |
| 5Y | +363.4% | +49.0% | +314.4% | +285.2% |
| 10Y | +1,649.0% | +141.8% | +1,507.1% | +1,033.1% |
| All | +2,918.6% | +143.7% | +2,774.9% | +1,732.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IEMG.
Daily Out/Under-Performance
Portfolio return minus IEMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEMG 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 IEMG 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