+132.2%
LLY vs IGV
+41.3%
+90.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -4.5% | -5.2% | +0.7% | -3.5% |
| 30D | +13.9% | -10.0% | +23.9% | +16.0% |
| 3M | +13.8% | -0.5% | +14.3% | +13.1% |
| 6M | +37.6% | +12.6% | +25.0% | +31.3% |
| YTD | +26.6% | -6.4% | +33.0% | +29.0% |
| 1Y | +45.3% | -9.5% | +54.9% | +49.8% |
| 3Y | +132.2% | +41.7% | +90.5% | +91.2% |
| All | +132.2% | +41.3% | +90.9% | +91.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling