+2,930.8%
LLY vs IGV
+970.9%
+1,959.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.1% |
| 7D | -2.1% | -4.5% | +2.4% | -0.6% |
| 30D | -1.6% | +3.2% | -4.8% | -3.0% |
| 3M | +2.3% | +4.5% | -2.2% | 0.0% |
| 6M | +14.9% | +22.1% | -7.2% | +5.0% |
| YTD | +7.5% | -1.0% | +8.5% | +5.8% |
| 1Y | +55.7% | -2.1% | +57.8% | +53.4% |
| 3Y | +110.6% | +44.6% | +66.0% | +77.1% |
| 5Y | +363.4% | +22.2% | +341.3% | +303.1% |
| 10Y | +1,649.0% | +364.7% | +1,284.2% | +762.3% |
| All | +2,930.8% | +970.9% | +1,959.9% | +776.3% |
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