+42.0%
LLY vs IRM
+20.8%
+21.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.9% | +1.3% |
| 7D | +6.6% | +6.8% | -0.2% | +5.2% |
| 30D | +19.4% | +2.6% | +16.8% | +18.8% |
| 3M | +19.6% | -9.5% | +29.0% | +21.4% |
| 6M | +42.6% | -8.5% | +51.0% | +43.9% |
| YTD | +35.0% | +40.3% | -5.3% | +20.3% |
| 1Y | +42.0% | +28.7% | +13.3% | +26.7% |
| All | +42.0% | +20.8% | +21.2% | +26.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling