+25.3%
ELV vs IRE
-97.7%
+123.0%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -15.8% | +18.5% | +2.5% |
| 7D | +3.8% | -41.9% | +45.7% | +3.5% |
| 30D | +4.1% | -75.1% | +79.2% | +3.2% |
| 3M | +8.5% | -82.4% | +90.9% | +7.4% |
| 6M | +14.6% | -95.5% | +110.1% | +12.5% |
| YTD | +24.4% | -93.1% | +117.4% | +21.1% |
| 1Y | +44.2% | -97.8% | +142.0% | +40.2% |
| All | +25.3% | -97.7% | +123.0% | +21.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling