+2,077.5%
LLY vs IVV
+309.2%
+1,768.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.4% |
| 7D | +6.6% | +2.6% | +4.0% | +4.9% |
| 30D | +19.4% | -2.0% | +21.4% | +20.9% |
| 3M | +19.6% | -2.8% | +22.3% | +21.6% |
| 6M | +42.6% | +2.2% | +40.4% | +39.8% |
| YTD | +35.0% | +11.5% | +23.4% | +24.7% |
| 1Y | +42.0% | +13.5% | +28.5% | +29.7% |
| 3Y | +140.5% | +78.1% | +62.4% | +62.6% |
| 5Y | +479.9% | +73.1% | +406.8% | +295.5% |
| All | +2,077.5% | +309.2% | +1,768.2% | +659.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IVV.
Daily Out/Under-Performance
Portfolio return minus IVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVV 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 IVV 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