+619.8%
IYR vs ELV
+2,409.5%
-1,789.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.3% |
| 7D | -0.4% | -0.3% | -0.1% | -0.3% |
| 30D | -2.5% | +2.0% | -4.5% | -3.2% |
| 3M | +1.5% | -3.5% | +4.9% | +2.0% |
| 6M | +3.9% | +40.2% | -36.3% | -7.5% |
| YTD | +9.5% | +15.8% | -6.3% | +2.7% |
| 1Y | +7.5% | +33.2% | -25.7% | -4.1% |
| 3Y | +30.8% | -6.2% | +37.0% | +27.0% |
| 5Y | +4.8% | +16.4% | -11.6% | -7.3% |
| 10Y | +64.3% | +259.8% | -195.4% | -6.1% |
| All | +619.8% | +2,409.5% | -1,789.7% | +133.9% |
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 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