+137.8%
LLY vs IFF
+21.0%
+116.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.1% | +0.1% |
| 7D | +4.6% | -6.9% | +11.5% | +6.6% |
| 30D | +22.4% | -8.9% | +31.2% | +25.4% |
| 3M | +17.1% | -3.7% | +20.8% | +18.2% |
| 6M | +44.6% | +3.5% | +41.2% | +42.5% |
| YTD | +33.5% | +21.2% | +12.3% | +24.3% |
| 1Y | +41.1% | +25.6% | +15.5% | +29.9% |
| All | +137.8% | +21.0% | +116.8% | +138.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling