+1,069.5%
IJR vs ELV
+2,378.1%
-1,308.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.7% |
| 7D | -1.1% | -2.2% | +1.1% | -0.4% |
| 30D | -3.6% | -0.2% | -3.4% | -3.6% |
| 3M | +2.3% | -6.1% | +8.4% | +3.7% |
| 6M | +14.3% | +42.8% | -28.5% | +0.9% |
| YTD | +19.3% | +14.4% | +4.9% | +12.1% |
| 1Y | +22.6% | +28.6% | -6.0% | +10.5% |
| 3Y | +53.5% | -7.4% | +61.0% | +49.4% |
| 5Y | +39.9% | +14.5% | +25.5% | +23.9% |
| 10Y | +172.1% | +257.4% | -85.4% | +55.3% |
| All | +1,069.5% | +2,378.1% | -1,308.6% | +280.5% |
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 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