+21.2%
IWM vs ELV
+36.0%
-14.8%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.4% |
| 7D | -2.4% | +3.2% | -5.6% | -2.6% |
| 30D | -4.6% | +5.4% | -9.9% | -4.9% |
| 3M | -0.3% | +5.4% | -5.6% | -0.8% |
| 6M | +14.7% | +45.7% | -31.0% | +9.6% |
| YTD | +17.8% | +21.2% | -3.4% | +13.9% |
| 1Y | +21.2% | +35.6% | -14.4% | +15.0% |
| All | +21.2% | +36.0% | -14.8% | +15.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling