+2,080.1%
LLY vs IJR
+151.4%
+1,928.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +6.7% | +2.2% | +4.6% | +6.0% |
| 30D | +19.6% | +3.8% | +15.7% | +18.1% |
| 3M | +19.7% | -5.7% | +25.5% | +22.1% |
| 6M | +42.7% | +4.6% | +38.1% | +40.3% |
| YTD | +35.1% | +18.0% | +17.2% | +27.3% |
| 1Y | +42.2% | +21.8% | +20.4% | +32.5% |
| 3Y | +140.8% | +61.1% | +79.7% | +100.8% |
| 5Y | +480.6% | +27.3% | +453.2% | +419.3% |
| All | +2,080.1% | +151.4% | +1,928.7% | +1,375.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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