+39.9%
ELV vs IRE
-97.6%
+137.4%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -23.2% | +28.2% | +4.7% |
| 7D | +4.8% | -46.8% | +51.6% | +4.2% |
| 30D | +10.1% | -75.5% | +85.6% | +9.0% |
| 3M | +15.4% | -79.4% | +94.8% | +14.2% |
| 6M | +17.7% | -91.3% | +109.0% | +16.0% |
| YTD | +25.7% | -90.8% | +116.5% | +22.1% |
| 1Y | +39.9% | -97.7% | +137.6% | +38.6% |
| All | +39.9% | -97.6% | +137.4% | +38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling