+2,568.1%
ELV vs IRM
+2,492.9%
+75.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | +1.0% | +6.8% | -5.8% | -0.9% |
| 30D | +0.4% | +2.6% | -2.2% | -0.7% |
| 3M | +8.4% | -9.5% | +17.8% | +10.7% |
| 6M | +8.4% | -8.5% | +16.9% | +10.1% |
| YTD | +24.4% | +40.3% | -15.9% | +10.9% |
| 1Y | +33.5% | +28.7% | +4.8% | +21.9% |
| 3Y | -2.1% | +111.8% | -113.9% | -25.7% |
| 5Y | +5.8% | +189.1% | -183.3% | -28.8% |
| 10Y | +268.9% | +519.8% | -250.9% | +86.4% |
| All | +2,568.1% | +2,492.9% | +75.2% | +687.0% |
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