+2,824.0%
LLY vs IJR
+1,153.0%
+1,671.0%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.0% |
| 7D | -2.1% | -0.2% | -2.0% | -2.1% |
| 30D | -1.6% | -2.4% | +0.8% | -0.6% |
| 3M | +2.3% | +3.9% | -1.6% | +0.4% |
| 6M | +14.9% | +12.4% | +2.5% | +8.9% |
| YTD | +7.5% | +21.5% | -14.0% | -1.7% |
| 1Y | +55.7% | +24.0% | +31.7% | +41.0% |
| 3Y | +110.6% | +49.7% | +60.9% | +72.3% |
| 5Y | +363.4% | +39.7% | +323.8% | +283.3% |
| 10Y | +1,649.0% | +169.0% | +1,480.0% | +903.3% |
| All | +2,824.0% | +1,153.0% | +1,671.0% | +796.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling