+132.2%
LLY vs IVV
+75.5%
+56.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -1.0% |
| 7D | -4.5% | -2.7% | -1.8% | -2.9% |
| 30D | +13.9% | -5.4% | +19.3% | +17.7% |
| 3M | +13.8% | -4.1% | +17.8% | +16.5% |
| 6M | +37.6% | +0.7% | +36.9% | +35.8% |
| YTD | +26.6% | +8.7% | +17.9% | +18.0% |
| 1Y | +45.3% | +11.0% | +34.4% | +33.4% |
| 3Y | +132.2% | +75.4% | +56.8% | +56.2% |
| All | +132.2% | +75.5% | +56.7% | +56.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling