+2,385.0%
ELV vs IRM
+2,525.6%
-140.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.2% |
| 7D | -0.3% | +1.6% | -1.9% | -0.7% |
| 30D | +2.0% | -4.2% | +6.1% | +3.1% |
| 3M | -3.5% | -5.4% | +1.9% | -2.3% |
| 6M | +40.2% | +12.0% | +28.2% | +34.3% |
| YTD | +15.8% | +42.0% | -26.2% | +3.4% |
| 1Y | +33.2% | +29.9% | +3.3% | +21.5% |
| 3Y | -6.2% | +104.4% | -110.6% | -27.8% |
| 5Y | +16.4% | +191.0% | -174.6% | -21.4% |
| 10Y | +259.8% | +417.1% | -157.4% | +92.7% |
| All | +2,385.0% | +2,525.6% | -140.6% | +634.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling