+361.5%
LLY vs IFF
-34.7%
+396.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -2.1% |
| 7D | -3.1% | -0.2% | -2.9% | -3.1% |
| 30D | -5.1% | -0.3% | -4.8% | -5.1% |
| 3M | -2.1% | +18.6% | -20.6% | -4.2% |
| 6M | +13.8% | +17.4% | -3.5% | +11.2% |
| YTD | +5.1% | +28.5% | -23.4% | +1.8% |
| 1Y | +53.1% | +32.5% | +20.6% | +47.7% |
| 3Y | +95.6% | +34.1% | +61.6% | +92.8% |
| 5Y | +361.5% | -35.2% | +396.7% | +384.7% |
| All | +361.5% | -34.7% | +396.2% | +384.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling