+1,061.0%
IJH vs ELV
+2,514.3%
-1,453.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.5% | -5.7% | -1.9% |
| 7D | -1.9% | +2.8% | -4.6% | -2.8% |
| 30D | -4.6% | +4.9% | -9.5% | -6.2% |
| 3M | -1.2% | +4.9% | -6.1% | -3.3% |
| 6M | +9.4% | +45.1% | -35.7% | -3.9% |
| YTD | +13.3% | +20.7% | -7.3% | +4.6% |
| 1Y | +13.4% | +35.0% | -21.6% | +0.5% |
| 3Y | +50.4% | -2.4% | +52.9% | +43.7% |
| 5Y | +49.0% | +25.5% | +23.5% | +27.8% |
| 10Y | +182.6% | +277.1% | -94.5% | +59.9% |
| All | +1,061.0% | +2,514.3% | -1,453.3% | +274.7% |
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