+22.2%
ELV vs IRM
+197.3%
-175.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | +0.2% |
| 7D | +3.2% | -1.4% | +4.6% | +3.4% |
| 30D | +5.4% | -7.4% | +12.7% | +6.5% |
| 3M | +5.4% | -7.4% | +12.7% | +6.4% |
| 6M | +45.7% | +8.7% | +37.0% | +42.7% |
| YTD | +21.2% | +40.9% | -19.7% | +13.3% |
| 1Y | +35.6% | +20.5% | +15.1% | +29.8% |
| 3Y | -2.0% | +101.7% | -103.7% | -19.0% |
| All | +22.2% | +197.3% | -175.1% | -11.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling