+1,580.3%
LLY vs IGV
+356.9%
+1,223.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.3% |
| 7D | -3.1% | -1.5% | -1.6% | -2.6% |
| 30D | -8.6% | -3.0% | -5.6% | -7.9% |
| 3M | -1.6% | +9.6% | -11.2% | -5.0% |
| 6M | +11.8% | +16.1% | -4.3% | +5.1% |
| YTD | +5.1% | -3.6% | +8.7% | +5.0% |
| 1Y | +50.7% | -7.8% | +58.6% | +52.5% |
| 3Y | +95.7% | +40.0% | +55.7% | +69.0% |
| 5Y | +390.2% | +21.2% | +369.0% | +340.0% |
| 10Y | +1,580.3% | +364.4% | +1,215.9% | +742.4% |
| All | +1,580.3% | +356.9% | +1,223.4% | +742.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IGV.
Daily Out/Under-Performance
Portfolio return minus IGV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IGV 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 IGV 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