+2,053.0%
LLY vs IVV
+310.9%
+1,742.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.5% |
| 7D | +4.6% | +3.3% | +1.2% | +2.4% |
| 30D | +22.4% | -2.7% | +25.0% | +24.4% |
| 3M | +17.1% | -1.7% | +18.8% | +18.3% |
| 6M | +44.6% | +3.2% | +41.5% | +41.0% |
| YTD | +33.5% | +12.0% | +21.5% | +23.0% |
| 1Y | +41.1% | +12.1% | +29.0% | +29.9% |
| 3Y | +143.8% | +78.6% | +65.1% | +64.5% |
| 5Y | +473.4% | +73.8% | +399.5% | +290.0% |
| All | +2,053.0% | +310.9% | +1,742.1% | +648.9% |
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