+2,568.1%
ELV vs IBN
+5,043.7%
-2,475.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | +1.0% | +1.9% | -0.9% | +0.6% |
| 30D | +0.4% | +22.1% | -21.7% | -3.4% |
| 3M | +8.4% | +17.1% | -8.7% | +5.1% |
| 6M | +8.4% | +35.5% | -27.1% | +2.2% |
| YTD | +24.4% | +16.8% | +7.6% | +20.2% |
| 1Y | +33.5% | +12.4% | +21.1% | +29.9% |
| 3Y | -2.1% | +58.0% | -60.1% | -11.5% |
| 5Y | +5.8% | +73.7% | -67.9% | -6.8% |
| 10Y | +268.9% | +385.6% | -116.7% | +160.0% |
| All | +2,568.1% | +5,043.7% | -2,475.6% | +1,350.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling