+1,560.7%
LLY vs IFF
-19.8%
+1,580.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | -3.2% | -2.8% | -0.4% | -2.7% |
| 30D | -7.4% | -1.1% | -6.3% | -7.3% |
| 3M | -1.0% | +13.8% | -14.9% | -3.5% |
| 6M | +12.5% | +16.7% | -4.2% | +8.7% |
| YTD | +5.0% | +26.1% | -21.1% | +0.1% |
| 1Y | +49.8% | +33.5% | +16.3% | +41.2% |
| 3Y | +95.5% | +31.6% | +63.9% | +84.4% |
| 5Y | +390.7% | -34.9% | +425.5% | +420.4% |
| All | +1,560.7% | -19.8% | +1,580.5% | +1,524.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 10y: compounded portfolio wealth divided by compounded IFF 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…
10y analysis · Full analysis span regression · 6 months rolling