+2,385.0%
ELV vs IT
+1,828.4%
+556.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -7.4% | +6.1% | +0.4% |
| 7D | -0.3% | -9.1% | +8.9% | +1.9% |
| 30D | +2.0% | -7.0% | +9.0% | +3.4% |
| 3M | -3.5% | +7.6% | -11.1% | -6.8% |
| 6M | +40.2% | +2.1% | +38.1% | +36.0% |
| YTD | +15.8% | -31.6% | +47.4% | +22.8% |
| 1Y | +33.2% | -29.9% | +63.1% | +39.6% |
| 3Y | -6.2% | -51.3% | +45.0% | +4.8% |
| 5Y | +16.4% | -44.8% | +61.2% | +23.5% |
| 10Y | +259.8% | +91.4% | +168.4% | +168.0% |
| All | +2,385.0% | +1,828.4% | +556.6% | +977.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling