+252.7%
ELV vs IAG
+434.9%
-182.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.1% | -3.4% | -1.3% |
| 7D | -2.2% | +1.7% | -3.9% | -2.2% |
| 30D | -0.2% | +11.4% | -11.6% | -0.5% |
| 3M | -6.1% | +33.0% | -39.1% | -6.8% |
| 6M | +42.8% | -6.0% | +48.8% | +42.6% |
| YTD | +14.4% | +24.6% | -10.2% | +13.4% |
| 1Y | +28.6% | +105.0% | -76.4% | +25.9% |
| 3Y | -7.4% | +837.9% | -845.3% | -13.4% |
| 5Y | +14.5% | +817.0% | -802.5% | +6.0% |
| All | +252.7% | +434.9% | -182.2% | +222.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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