-2.1%
ELV vs IBN
+57.3%
-59.4%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | +1.0% | +1.9% | -0.9% | +0.8% |
| 30D | +0.4% | +22.1% | -21.7% | -1.3% |
| 3M | +8.4% | +17.1% | -8.7% | +6.8% |
| 6M | +8.4% | +35.5% | -27.1% | +5.8% |
| YTD | +24.4% | +16.8% | +7.6% | +22.6% |
| 1Y | +33.5% | +12.4% | +21.1% | +32.1% |
| 3Y | -2.1% | +58.0% | -60.1% | -2.8% |
| All | -2.1% | +57.3% | -59.4% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 3y: compounded portfolio wealth divided by compounded IBN 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…
3y analysis · Full analysis span regression · 6 months rolling