+139.4%
IEMG vs ELV
+721.2%
-581.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.9% | -7.0% | -3.1% |
| 7D | -0.9% | +0.4% | -1.3% | -1.0% |
| 30D | +2.1% | +6.7% | -4.6% | +0.5% |
| 3M | +4.6% | +3.0% | +1.6% | +3.4% |
| 6M | +14.0% | +48.0% | -33.9% | +3.2% |
| YTD | +22.3% | +20.0% | +2.3% | +15.5% |
| 1Y | +30.7% | +37.9% | -7.2% | +18.9% |
| 3Y | +83.2% | -2.8% | +86.0% | +77.6% |
| 5Y | +47.0% | +24.8% | +22.2% | +29.1% |
| 10Y | +139.9% | +275.1% | -135.2% | +46.9% |
| All | +139.4% | +721.2% | -581.9% | +17.3% |
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