-7.5%
ELV vs IRM
+102.2%
-109.7%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.5% | -1.2% |
| 7D | -2.2% | +3.0% | -5.2% | -2.5% |
| 30D | -0.2% | -5.2% | +5.0% | +0.2% |
| 3M | -6.1% | -8.0% | +1.9% | -5.5% |
| 6M | +42.8% | +9.2% | +33.7% | +40.9% |
| YTD | +14.4% | +41.0% | -26.6% | +10.0% |
| 1Y | +28.6% | +23.3% | +5.4% | +24.7% |
| All | -7.5% | +102.2% | -109.7% | -16.2% |
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