+51.9%
ELF vs IOVA
+235.7%
-183.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.2% | -0.1% |
| 7D | +4.3% | -7.0% | +11.3% | +5.0% |
| 30D | +7.7% | -44.4% | +52.2% | +13.0% |
| 3M | +24.7% | +24.7% | +0.1% | +18.8% |
| 6M | +114.6% | +118.6% | -4.0% | +88.8% |
| YTD | +55.8% | +196.3% | -140.6% | +29.8% |
| 1Y | +51.9% | +205.3% | -153.4% | +27.2% |
| All | +51.9% | +235.7% | -183.8% | +27.2% |
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