+38.4%
LLY vs IRE
-94.4%
+132.8%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -33.9% | +30.2% | -5.2% |
| 7D | -0.7% | -57.1% | +56.5% | -3.9% |
| 30D | +17.9% | -84.4% | +102.3% | +9.7% |
| 3M | +16.8% | -85.0% | +101.8% | +9.5% |
| 6M | +38.4% | -95.2% | +133.7% | +30.0% |
| All | +38.4% | -94.4% | +132.8% | +30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 6mo: compounded portfolio wealth divided by compounded IRE 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…
6mo analysis · Full analysis span regression · 6 months rolling