+272.8%
ELV vs IP
+31.6%
+241.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.9% | -4.6% | -2.6% |
| 7D | +1.1% | -3.0% | +4.2% | +1.9% |
| 30D | +1.3% | +10.6% | -9.3% | -1.8% |
| 3M | +6.6% | -13.6% | +20.1% | +10.6% |
| 6M | +11.6% | +10.4% | +1.1% | +6.4% |
| YTD | +21.1% | -6.5% | +27.5% | +20.3% |
| 1Y | +34.2% | -2.1% | +36.4% | +31.2% |
| 3Y | -2.9% | +22.0% | -24.9% | -18.1% |
| 5Y | +4.6% | -9.7% | +14.3% | -2.2% |
| 10Y | +272.8% | +26.8% | +246.0% | +149.8% |
| All | +272.8% | +31.6% | +241.2% | +149.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 10y: compounded portfolio wealth divided by compounded IP 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…
10y analysis · Full analysis span regression · 6 months rolling