+17,561.1%
LLY vs IFF
+856.0%
+16,705.1%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.8% |
| 7D | -2.1% | -1.8% | -0.3% | -1.7% |
| 30D | -1.6% | -2.0% | +0.3% | -1.2% |
| 3M | +2.3% | +18.5% | -16.3% | -2.8% |
| 6M | +14.9% | +11.7% | +3.2% | +10.1% |
| YTD | +7.5% | +29.6% | -22.1% | -1.3% |
| 1Y | +55.7% | +35.0% | +20.7% | +41.1% |
| 3Y | +110.6% | +32.3% | +78.3% | +89.1% |
| 5Y | +363.4% | -34.6% | +398.0% | +390.2% |
| 10Y | +1,649.0% | -20.6% | +1,669.6% | +1,538.9% |
| All | +17,561.1% | +856.0% | +16,705.1% | +5,719.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling