-2.1%
ELV vs IRM
+112.1%
-114.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | 0.0% |
| 7D | +1.0% | +6.8% | -5.8% | +0.5% |
| 30D | +0.4% | +2.6% | -2.2% | +0.1% |
| 3M | +8.4% | -9.5% | +17.8% | +9.1% |
| 6M | +8.4% | -8.5% | +16.9% | +9.0% |
| YTD | +24.4% | +40.3% | -15.9% | +19.6% |
| 1Y | +33.5% | +28.7% | +4.8% | +29.0% |
| 3Y | -2.1% | +111.8% | -113.9% | -12.5% |
| All | -2.1% | +112.1% | -114.2% | -12.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling