+342.0%
IBM vs ELV
+2,444.2%
-2,102.2%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.8% | +0.5% |
| 7D | -0.3% | +3.3% | -3.6% | -1.1% |
| 30D | +0.3% | +4.2% | -3.9% | -0.7% |
| 3M | -21.6% | -0.1% | -21.5% | -21.9% |
| 6M | -4.7% | +41.3% | -45.9% | -13.0% |
| YTD | -19.1% | +17.4% | -36.5% | -23.2% |
| 1Y | -2.5% | +35.1% | -37.6% | -10.9% |
| 3Y | +74.2% | -3.2% | +77.4% | +69.1% |
| 5Y | +113.1% | +15.6% | +97.5% | +94.7% |
| 10Y | +133.5% | +276.8% | -143.2% | +56.5% |
| All | +342.0% | +2,444.2% | -2,102.2% | +110.3% |
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