-1.5%
ELV vs IP
+13.9%
-15.4%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.6% |
| 7D | +1.3% | -5.1% | +6.4% | +1.9% |
| 30D | +5.3% | +8.5% | -3.2% | +4.3% |
| 3M | +9.2% | -13.8% | +23.0% | +10.8% |
| 6M | +14.5% | +5.7% | +8.8% | +13.1% |
| YTD | +23.2% | -9.1% | +32.3% | +23.9% |
| 1Y | +38.0% | -0.8% | +38.9% | +37.4% |
| 3Y | -1.5% | +14.8% | -16.3% | -1.0% |
| All | -1.5% | +13.9% | -15.4% | -1.0% |
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