+372.0%
LLY vs IGV
+22.6%
+349.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.4% |
| 7D | -2.1% | -4.5% | +2.4% | -1.2% |
| 30D | -1.6% | +3.2% | -4.8% | -2.5% |
| 3M | +2.3% | +4.5% | -2.2% | +0.9% |
| 6M | +14.9% | +22.1% | -7.2% | +8.4% |
| YTD | +7.5% | -1.0% | +8.5% | +7.3% |
| 1Y | +55.7% | -2.1% | +57.8% | +55.4% |
| 3Y | +110.6% | +44.6% | +66.0% | +88.9% |
| All | +372.0% | +22.6% | +349.5% | +333.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling