+875.5%
IWM vs ELV
+2,444.2%
-1,568.7%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.0% | +0.8% |
| 7D | +0.1% | +3.3% | -3.2% | -1.0% |
| 30D | -1.3% | +4.2% | -5.4% | -2.6% |
| 3M | +1.6% | -0.1% | +1.7% | +1.0% |
| 6M | +13.6% | +41.3% | -27.7% | +0.2% |
| YTD | +20.8% | +17.4% | +3.3% | +12.3% |
| 1Y | +26.4% | +35.1% | -8.6% | +11.7% |
| 3Y | +60.7% | -3.2% | +63.9% | +53.8% |
| 5Y | +38.2% | +15.6% | +22.6% | +21.7% |
| 10Y | +169.5% | +276.8% | -107.3% | +48.0% |
| All | +875.5% | +2,444.2% | -1,568.7% | +199.6% |
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