+39.8%
IJR vs ELV
+25.1%
+14.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | -2.2% | +3.2% | -5.4% | -2.7% |
| 30D | -4.6% | +5.4% | -10.0% | -5.4% |
| 3M | +0.2% | +5.4% | -5.1% | -0.9% |
| 6M | +14.7% | +45.7% | -31.0% | +6.7% |
| YTD | +18.9% | +21.2% | -2.3% | +13.8% |
| 1Y | +19.9% | +35.6% | -15.7% | +12.1% |
| 3Y | +53.0% | -2.0% | +55.0% | +50.1% |
| All | +39.8% | +25.1% | +14.7% | +23.9% |
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