+83.3%
IEMG vs ELV
-2.1%
+85.4%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.2% |
| 7D | -1.3% | +3.2% | -4.5% | -1.4% |
| 30D | +1.9% | +5.4% | -3.4% | +1.7% |
| 3M | +1.4% | +5.4% | -3.9% | +1.1% |
| 6M | +15.2% | +45.7% | -30.5% | +12.2% |
| YTD | +23.8% | +21.2% | +2.6% | +21.6% |
| 1Y | +30.7% | +35.6% | -5.0% | +27.4% |
| 3Y | +83.3% | -2.0% | +85.3% | +81.8% |
| All | +83.3% | -2.1% | +85.4% | +81.8% |
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