+2,006.3%
LLY vs IRM
+480.4%
+1,525.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.1% | +0.2% | +3.3% |
| 7D | +0.1% | -3.8% | +3.8% | +0.9% |
| 30D | +19.7% | -3.2% | +22.9% | +20.5% |
| 3M | +19.3% | -7.8% | +27.0% | +21.1% |
| 6M | +49.3% | -12.7% | +62.0% | +53.1% |
| YTD | +32.0% | +36.7% | -4.7% | +20.6% |
| 1Y | +53.7% | +10.0% | +43.7% | +47.8% |
| 3Y | +143.7% | +107.2% | +36.5% | +98.5% |
| 5Y | +463.9% | +181.6% | +282.3% | +318.3% |
| 10Y | +2,006.3% | +481.1% | +1,525.2% | +1,169.7% |
| All | +2,006.3% | +480.4% | +1,525.9% | +1,169.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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