-2.9%
IBM vs ELV
+36.0%
-38.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.5% | +3.4% | +4.0% |
| 7D | +3.6% | +3.2% | +0.4% | +3.6% |
| 30D | +3.1% | +5.4% | -2.3% | +3.0% |
| 3M | -10.8% | +5.4% | -16.2% | -10.9% |
| 6M | -0.8% | +45.7% | -46.5% | -3.3% |
| YTD | -16.2% | +21.2% | -37.4% | -16.5% |
| 1Y | -2.9% | +35.6% | -38.5% | -2.0% |
| All | -2.9% | +36.0% | -38.9% | -2.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling