+301.7%
ELF vs IOVA
+0.8%
+300.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.7% | +2.2% | +3.8% |
| 7D | +1.6% | -3.5% | +5.1% | +1.9% |
| 30D | +9.1% | -45.4% | +54.5% | +14.1% |
| 3M | +28.2% | +19.0% | +9.2% | +24.2% |
| 6M | +119.5% | +112.0% | +7.5% | +99.6% |
| YTD | +55.2% | +184.2% | -129.1% | +36.0% |
| 1Y | +58.6% | +222.0% | -163.4% | +37.1% |
| 3Y | +21.3% | +92.6% | -71.3% | +0.5% |
| 5Y | +276.2% | -63.2% | +339.4% | +241.9% |
| All | +301.7% | +0.8% | +300.9% | +242.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling