+1,549.9%
LLY vs IJH
+184.0%
+1,365.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.4% | -1.0% |
| 7D | -2.9% | -1.9% | -1.1% | -2.2% |
| 30D | -8.4% | -4.6% | -3.8% | -6.7% |
| 3M | -3.8% | -1.2% | -2.6% | -3.5% |
| 6M | +11.9% | +9.4% | +2.5% | +7.5% |
| YTD | +4.3% | +13.3% | -9.0% | -1.5% |
| 1Y | +48.5% | +13.4% | +35.1% | +40.1% |
| 3Y | +91.2% | +50.4% | +40.8% | +58.9% |
| 5Y | +387.5% | +49.0% | +338.5% | +299.4% |
| All | +1,549.9% | +184.0% | +1,365.9% | +841.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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