+1,314.8%
ELV vs IAG
+303.8%
+1,011.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.1% |
| 7D | +1.0% | -7.7% | +8.6% | +1.2% |
| 30D | +0.4% | +1.6% | -1.2% | +0.2% |
| 3M | +8.4% | -2.4% | +10.8% | +8.3% |
| 6M | +8.4% | -7.8% | +16.2% | +8.3% |
| YTD | +24.4% | +5.0% | +19.3% | +23.3% |
| 1Y | +33.5% | +25.7% | +7.8% | +31.6% |
| 3Y | -2.1% | +694.5% | -696.6% | -10.4% |
| 5Y | +5.8% | +421.7% | -415.9% | -3.2% |
| 10Y | +268.9% | +382.5% | -113.6% | +229.7% |
| All | +1,314.8% | +303.8% | +1,011.0% | +1,034.6% |
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