+990.2%
IBKR vs ELV
+280.2%
+710.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +2.0% |
| 7D | -1.3% | +3.2% | -4.6% | -2.2% |
| 30D | -0.2% | +5.4% | -5.6% | -1.8% |
| 3M | +3.0% | +5.4% | -2.4% | +1.1% |
| 6M | +33.9% | +45.7% | -11.9% | +19.9% |
| YTD | +42.5% | +21.2% | +21.3% | +33.3% |
| 1Y | +44.9% | +35.6% | +9.2% | +30.9% |
| 3Y | +293.0% | -2.0% | +295.0% | +277.2% |
| 5Y | +497.7% | +26.0% | +471.6% | +411.7% |
| All | +990.2% | +280.2% | +710.0% | +487.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 10y: compounded portfolio wealth divided by compounded ELV 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…
10y analysis · Full analysis span regression · 6 months rolling