+39.9%
ELV vs IOT
+8.2%
+31.7%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +4.1% | +0.8% | +4.8% |
| 7D | +4.8% | -0.5% | +5.2% | +4.8% |
| 30D | +10.1% | +1.0% | +9.1% | +10.0% |
| 3M | +15.4% | +10.9% | +4.5% | +14.8% |
| 6M | +17.7% | +39.9% | -22.2% | +16.1% |
| YTD | +25.7% | +20.8% | +4.9% | +25.8% |
| 1Y | +39.9% | +10.6% | +29.3% | +39.6% |
| All | +39.9% | +8.2% | +31.7% | +39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 1y: compounded portfolio wealth divided by compounded IOT 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…
1y analysis · Full analysis span regression · 6 months rolling