+0.8%
ELV vs IOT
+54.1%
-53.3%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.7% | +6.2% | +5.5% |
| 7D | +2.8% | -4.5% | +7.3% | +2.9% |
| 30D | +4.9% | -2.4% | +7.3% | +4.9% |
| 3M | +4.9% | +19.0% | -14.1% | +4.4% |
| 6M | +45.1% | +19.6% | +25.4% | +44.2% |
| YTD | +20.7% | +8.3% | +12.4% | +20.1% |
| 1Y | +35.0% | -0.8% | +35.8% | +34.5% |
| 3Y | -2.4% | +24.4% | -26.8% | -4.0% |
| All | +0.8% | +54.1% | -53.3% | -1.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling