-3.9%
ELF vs IOVA
+362.8%
-366.7%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +1.9% |
| 7D | -1.5% | -41.3% | +39.7% | -1.0% |
| 30D | +9.5% | -38.5% | +48.0% | +10.1% |
| 3M | +29.4% | +99.5% | -70.2% | +30.7% |
| 6M | +83.7% | +126.0% | -42.3% | +88.3% |
| YTD | +49.4% | +218.7% | -169.2% | +66.4% |
| 1Y | -3.9% | +378.0% | -382.0% | +49.6% |
| All | -3.9% | +362.8% | -366.7% | +49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 IOVA 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