+16.8%
LLY vs IVV
-5.3%
+22.1%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.4% | +0.7% | -2.6% |
| 7D | -0.7% | -4.8% | +4.1% | +0.3% |
| 30D | +17.9% | -5.9% | +23.8% | +19.0% |
| 3M | +16.8% | -4.5% | +21.4% | +17.3% |
| All | +16.8% | -5.3% | +22.1% | +17.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling