+12,635.7%
LLY vs IVZ
+1,117.8%
+11,517.9%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.1% |
| 7D | -2.1% | +0.6% | -2.8% | -2.3% |
| 30D | -1.6% | +4.0% | -5.6% | -2.3% |
| 3M | +2.3% | +18.2% | -15.9% | -1.1% |
| 6M | +14.9% | +32.8% | -17.9% | +8.7% |
| YTD | +7.5% | +28.7% | -21.3% | +2.0% |
| 1Y | +55.7% | +55.4% | +0.3% | +42.6% |
| 3Y | +110.6% | +135.2% | -24.6% | +76.1% |
| 5Y | +363.4% | +64.2% | +299.2% | +302.3% |
| 10Y | +1,649.0% | +64.6% | +1,584.4% | +1,319.5% |
| All | +12,635.7% | +1,117.8% | +11,517.9% | +6,561.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling