+168.1%
IJR vs ELV
+280.2%
-112.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | -2.2% | +3.2% | -5.4% | -3.1% |
| 30D | -4.6% | +5.4% | -10.0% | -6.1% |
| 3M | +0.2% | +5.4% | -5.1% | -1.9% |
| 6M | +14.7% | +45.7% | -31.0% | +1.5% |
| YTD | +18.9% | +21.2% | -2.3% | +10.3% |
| 1Y | +19.9% | +35.6% | -15.7% | +7.1% |
| 3Y | +53.0% | -2.0% | +55.0% | +47.1% |
| 5Y | +40.9% | +26.0% | +14.9% | +20.1% |
| All | +168.1% | +280.2% | -112.1% | +56.1% |
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