+293.0%
IBKR vs ELV
-2.1%
+295.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +2.2% |
| 7D | -1.3% | +3.2% | -4.6% | -1.5% |
| 30D | -0.2% | +5.4% | -5.6% | -0.4% |
| 3M | +3.0% | +5.4% | -2.4% | +2.5% |
| 6M | +33.9% | +45.7% | -11.9% | +32.0% |
| YTD | +42.5% | +21.2% | +21.3% | +40.9% |
| 1Y | +44.9% | +35.6% | +9.2% | +43.7% |
| 3Y | +293.0% | -2.0% | +295.0% | +268.8% |
| All | +293.0% | -2.1% | +295.1% | +268.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling