+2,053.0%
LLY vs IRM
+524.5%
+1,528.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -1.2% |
| 7D | +4.6% | +8.6% | -4.0% | +2.5% |
| 30D | +22.4% | 0.0% | +22.4% | +22.1% |
| 3M | +17.1% | -7.1% | +24.3% | +18.7% |
| 6M | +44.6% | -7.9% | +52.5% | +46.4% |
| YTD | +33.5% | +41.3% | -7.8% | +20.9% |
| 1Y | +41.1% | +20.7% | +20.4% | +32.6% |
| 3Y | +143.8% | +112.2% | +31.6% | +97.2% |
| 5Y | +473.4% | +191.2% | +282.1% | +321.2% |
| All | +2,053.0% | +524.5% | +1,528.5% | +1,167.3% |
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