+179.3%
IJH vs ELV
+280.2%
-100.9%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.6% |
| 7D | -1.9% | +3.2% | -5.1% | -2.8% |
| 30D | -4.6% | +5.4% | -10.0% | -6.2% |
| 3M | -1.2% | +5.4% | -6.5% | -3.3% |
| 6M | +9.4% | +45.7% | -36.3% | -3.5% |
| YTD | +13.3% | +21.2% | -7.9% | +4.9% |
| 1Y | +13.4% | +35.6% | -22.2% | +0.8% |
| 3Y | +50.4% | -2.0% | +52.4% | +44.3% |
| 5Y | +49.0% | +26.0% | +22.9% | +26.0% |
| All | +179.3% | +280.2% | -100.9% | +66.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling