+2,006.3%
LLY vs IGV
+362.3%
+1,644.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.6% | +1.7% | +3.5% |
| 7D | +0.1% | -0.4% | +0.5% | +0.2% |
| 30D | +19.7% | -9.9% | +29.7% | +23.3% |
| 3M | +19.3% | -1.2% | +20.4% | +18.9% |
| 6M | +49.3% | +11.3% | +38.0% | +42.2% |
| YTD | +32.0% | -4.0% | +36.0% | +31.5% |
| 1Y | +53.7% | -7.3% | +61.0% | +54.8% |
| 3Y | +143.7% | +42.8% | +101.0% | +108.2% |
| 5Y | +463.9% | +13.7% | +450.2% | +418.7% |
| 10Y | +2,006.3% | +354.8% | +1,651.6% | +1,003.6% |
| All | +2,006.3% | +362.3% | +1,644.1% | +1,003.6% |
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