+390.2%
LLY vs IJR
+39.8%
+350.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.3% |
| 7D | -3.1% | -1.1% | -2.0% | -2.8% |
| 30D | -8.6% | -3.6% | -5.0% | -7.7% |
| 3M | -1.6% | +2.3% | -4.0% | -2.5% |
| 6M | +11.8% | +14.3% | -2.5% | +7.4% |
| YTD | +5.1% | +19.3% | -14.2% | -0.4% |
| 1Y | +50.7% | +22.6% | +28.1% | +41.6% |
| 3Y | +95.7% | +53.5% | +42.1% | +70.8% |
| 5Y | +390.2% | +39.9% | +350.2% | +326.5% |
| All | +390.2% | +39.8% | +350.3% | +326.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling