+24.1%
ELV vs IRE
-97.2%
+121.4%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +39.6% | -41.1% | -1.0% |
| 7D | +1.3% | -27.2% | +28.5% | +1.2% |
| 30D | +5.3% | -75.1% | +80.4% | +4.5% |
| 3M | +9.2% | -77.9% | +87.1% | +8.4% |
| 6M | +14.5% | -94.6% | +109.1% | +12.6% |
| YTD | +23.2% | -91.5% | +114.7% | +20.2% |
| 1Y | +38.0% | -97.8% | +135.9% | +34.4% |
| All | +24.1% | -97.2% | +121.4% | +21.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling