+108.4%
IVLU vs SPY
+82.0%
+26.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.1% |
| 7D | +1.7% | +0.1% | +1.5% | +1.6% |
| 30D | +2.2% | +0.1% | +2.2% | +2.2% |
| 3M | +6.0% | +2.0% | +4.1% | +4.6% |
| 6M | +11.5% | +13.0% | -1.5% | +2.5% |
| YTD | +20.1% | +13.5% | +6.6% | +10.1% |
| 1Y | +33.5% | +20.0% | +13.6% | +17.8% |
| 3Y | +97.6% | +77.2% | +20.4% | +32.2% |
| All | +108.4% | +82.0% | +26.4% | +34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 5y: compounded portfolio wealth divided by compounded SPY 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…
5y analysis · Full analysis span regression · 6 months rolling