-18.0%
ELF vs IOVA
+299.5%
-317.5%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.0% | +1.1% | +2.1% |
| 7D | +5.4% | +9.7% | -4.4% | +5.3% |
| 30D | +27.0% | +102.5% | -75.6% | +27.0% |
| 3M | +113.2% | +100.7% | +12.5% | +113.8% |
| 6M | +36.6% | +106.3% | -69.8% | +36.9% |
| YTD | +44.2% | +222.0% | -177.8% | +55.0% |
| 1Y | -18.0% | +299.5% | -317.5% | +18.0% |
| All | -18.0% | +299.5% | -317.5% | +18.0% |
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