+1,236.0%
ELV vs IAG
+377.5%
+858.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -1.7% |
| 7D | +3.3% | -0.5% | +3.8% | +3.3% |
| 30D | +4.2% | +28.9% | -24.7% | +3.2% |
| 3M | -0.1% | +19.1% | -19.2% | -0.8% |
| 6M | +41.3% | -10.3% | +51.5% | +41.3% |
| YTD | +17.4% | +24.2% | -6.8% | +16.0% |
| 1Y | +35.1% | +116.5% | -81.4% | +30.8% |
| 3Y | -3.2% | +742.8% | -746.0% | -11.6% |
| 5Y | +15.6% | +753.3% | -737.7% | +4.2% |
| 10Y | +276.8% | +403.2% | -126.4% | +236.1% |
| All | +1,236.0% | +377.5% | +858.5% | +966.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling