+372.0%
LLY vs IVV
+82.6%
+289.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.6% |
| 7D | -2.1% | +0.1% | -2.3% | -2.2% |
| 30D | -1.6% | +0.1% | -1.7% | -1.7% |
| 3M | +2.3% | +2.0% | +0.3% | +0.8% |
| 6M | +14.9% | +13.0% | +1.8% | +6.4% |
| YTD | +7.5% | +13.6% | -6.1% | -0.9% |
| 1Y | +55.7% | +20.1% | +35.6% | +38.7% |
| 3Y | +110.6% | +77.6% | +33.0% | +50.2% |
| All | +372.0% | +82.6% | +289.4% | +230.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling