+3,623.2%
LLY vs IGV
+939.0%
+2,684.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.6% | +1.7% | +3.4% |
| 7D | +0.1% | -0.4% | +0.5% | +0.3% |
| 30D | +19.7% | -9.9% | +29.7% | +23.9% |
| 3M | +19.3% | -1.2% | +20.4% | +18.9% |
| 6M | +49.3% | +11.3% | +38.0% | +41.3% |
| YTD | +32.0% | -4.0% | +36.0% | +30.8% |
| 1Y | +53.7% | -7.3% | +61.0% | +54.1% |
| 3Y | +143.7% | +42.8% | +101.0% | +104.8% |
| 5Y | +463.9% | +13.7% | +450.2% | +402.3% |
| 10Y | +2,006.3% | +354.8% | +1,651.6% | +941.8% |
| All | +3,623.2% | +939.0% | +2,684.2% | +983.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling