+15,545.4%
LLY vs IVZ
+964.6%
+14,580.8%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +6.8% | -2.5% | +3.1% |
| 7D | +0.1% | +4.1% | -4.0% | -0.7% |
| 30D | +19.7% | -2.0% | +21.8% | +20.0% |
| 3M | +19.3% | -7.8% | +27.1% | +20.7% |
| 6M | +49.3% | +6.3% | +43.0% | +46.9% |
| YTD | +32.0% | +12.6% | +19.5% | +28.0% |
| 1Y | +53.7% | +27.6% | +26.1% | +45.7% |
| 3Y | +143.7% | +154.0% | -10.3% | +101.0% |
| 5Y | +463.9% | +37.3% | +426.6% | +406.0% |
| 10Y | +2,006.3% | +50.5% | +1,955.8% | +1,633.8% |
| All | +15,545.4% | +964.6% | +14,580.8% | +8,266.4% |
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