+272.1%
ELV vs IRM
+440.8%
-168.7%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | 0.0% | +5.5% | +5.5% |
| 7D | +2.8% | -1.4% | +4.2% | +3.1% |
| 30D | +4.9% | -7.4% | +12.3% | +6.7% |
| 3M | +4.9% | -7.4% | +12.2% | +6.5% |
| 6M | +45.1% | +8.7% | +36.4% | +40.8% |
| YTD | +20.7% | +40.9% | -20.3% | +9.4% |
| 1Y | +35.0% | +20.5% | +14.5% | +26.9% |
| 3Y | -2.4% | +101.7% | -104.1% | -23.6% |
| 5Y | +25.5% | +197.7% | -172.2% | -15.1% |
| All | +272.1% | +440.8% | -168.7% | +99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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