+48.1%
IJH vs ELV
+25.1%
+23.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | -1.9% | +3.2% | -5.1% | -2.4% |
| 30D | -4.6% | +5.4% | -10.0% | -5.4% |
| 3M | -1.2% | +5.4% | -6.5% | -2.2% |
| 6M | +9.4% | +45.7% | -36.3% | +2.0% |
| YTD | +13.3% | +21.2% | -7.9% | +8.6% |
| 1Y | +13.4% | +35.6% | -22.2% | +6.2% |
| 3Y | +50.4% | -2.0% | +52.4% | +47.9% |
| All | +48.1% | +25.1% | +23.0% | +32.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling