+368.3%
IBM vs ELV
+2,594.5%
-2,226.2%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.1% | +1.0% |
| 7D | +1.6% | +1.0% | +0.6% | +1.3% |
| 30D | +9.2% | +0.4% | +8.8% | +9.0% |
| 3M | +4.9% | +8.4% | -3.4% | +2.8% |
| 6M | +16.8% | +8.4% | +8.3% | +13.8% |
| YTD | -14.3% | +24.4% | -38.7% | -19.8% |
| 1Y | -16.7% | +33.5% | -50.2% | -23.5% |
| 3Y | +82.2% | -2.1% | +84.3% | +76.4% |
| 5Y | +149.9% | +5.8% | +144.2% | +134.2% |
| 10Y | +142.6% | +268.9% | -126.3% | +63.1% |
| All | +368.3% | +2,594.5% | -2,226.2% | +119.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling