+161.2%
IVLU vs SPY
+338.4%
-177.2%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.2% |
| 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% | +4.5% |
| 6M | +11.5% | +13.0% | -1.5% | +1.9% |
| YTD | +20.1% | +13.5% | +6.6% | +9.5% |
| 1Y | +33.5% | +20.0% | +13.6% | +16.8% |
| 3Y | +97.6% | +77.2% | +20.4% | +28.3% |
| 5Y | +108.0% | +81.9% | +26.2% | +31.1% |
| 10Y | +188.4% | +314.1% | -125.6% | +2.3% |
| All | +161.2% | +338.4% | -177.2% | -11.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling