+1,545.2%
LLY vs IVZ
+61.1%
+1,484.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | 0.0% | -1.8% |
| 7D | -3.1% | +1.1% | -4.2% | -3.3% |
| 30D | -5.1% | +3.1% | -8.2% | -5.6% |
| 3M | -2.1% | +18.2% | -20.2% | -5.1% |
| 6M | +13.8% | +38.6% | -24.8% | +7.1% |
| YTD | +5.1% | +25.9% | -20.8% | +0.3% |
| 1Y | +53.1% | +51.7% | +1.4% | +41.2% |
| 3Y | +95.6% | +138.7% | -43.0% | +63.9% |
| 5Y | +361.5% | +62.8% | +298.7% | +303.3% |
| 10Y | +1,545.2% | +60.9% | +1,484.2% | +1,265.6% |
| All | +1,545.2% | +61.1% | +1,484.1% | +1,265.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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