-4.9%
ELV vs IP
+21.5%
-26.4%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.2% | -4.0% | -2.0% |
| 7D | +3.3% | -5.3% | +8.6% | +3.9% |
| 30D | +4.2% | -10.9% | +15.0% | +5.4% |
| 3M | -0.1% | +11.2% | -11.2% | -1.7% |
| 6M | +41.3% | -10.2% | +51.5% | +42.7% |
| YTD | +17.4% | -2.0% | +19.4% | +17.3% |
| 1Y | +35.1% | -19.1% | +54.2% | +37.3% |
| All | -4.9% | +21.5% | -26.4% | -6.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling