+18.9%
ELV vs IT
-46.4%
+65.3%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -1.0% |
| 7D | -2.2% | -9.1% | +6.9% | -1.1% |
| 30D | -0.2% | -12.2% | +12.0% | +1.3% |
| 3M | -6.1% | +7.8% | -13.9% | -7.7% |
| 6M | +42.8% | +2.0% | +40.8% | +40.9% |
| YTD | +14.4% | -32.7% | +47.1% | +20.7% |
| 1Y | +28.6% | -31.1% | +59.7% | +34.5% |
| 3Y | -7.4% | -52.1% | +44.7% | +2.2% |
| All | +18.9% | -46.4% | +65.3% | +23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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