-4.4%
ELV vs IOT
+55.2%
-59.6%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.7% | +2.5% | -1.2% |
| 7D | -2.2% | +5.1% | -7.3% | -2.3% |
| 30D | -0.2% | -3.0% | +2.8% | -0.2% |
| 3M | -6.1% | +15.0% | -21.1% | -6.5% |
| 6M | +42.8% | +13.1% | +29.7% | +42.2% |
| YTD | +14.4% | +9.0% | +5.4% | +13.8% |
| 1Y | +28.6% | +0.1% | +28.5% | +28.1% |
| 3Y | -7.4% | +26.4% | -33.8% | -8.9% |
| All | -4.4% | +55.2% | -59.6% | -6.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling