+1,560.7%
LLY vs IJR
+170.6%
+1,390.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.2% |
| 7D | -3.2% | -2.3% | -0.8% | -2.4% |
| 30D | -7.4% | -4.7% | -2.7% | -5.9% |
| 3M | -1.0% | +2.1% | -3.2% | -1.9% |
| 6M | +12.5% | +13.9% | -1.4% | +7.4% |
| YTD | +5.0% | +18.2% | -13.2% | -1.2% |
| 1Y | +49.8% | +21.8% | +27.9% | +39.3% |
| 3Y | +95.5% | +52.2% | +43.3% | +65.9% |
| 5Y | +390.7% | +40.1% | +350.5% | +321.9% |
| All | +1,560.7% | +170.6% | +1,390.0% | +900.0% |
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