+140.5%
IBM vs ELV
+258.8%
-118.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.3% | +4.6% | +3.7% |
| 7D | +3.6% | -2.2% | +5.8% | +4.1% |
| 30D | +1.5% | -0.2% | +1.7% | +1.5% |
| 3M | -12.9% | -6.1% | -6.8% | -11.8% |
| 6M | -3.9% | +42.8% | -46.7% | -13.5% |
| YTD | -17.3% | +14.4% | -31.7% | -21.4% |
| 1Y | -5.0% | +28.6% | -33.6% | -13.0% |
| 3Y | +78.2% | -7.4% | +85.6% | +74.8% |
| 5Y | +120.6% | +14.5% | +106.2% | +96.3% |
| All | +140.5% | +258.8% | -118.4% | +64.8% |
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