+48.4%
ELF vs IOVA
+233.9%
-185.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.6% |
| 7D | +6.3% | -8.5% | +14.8% | +7.2% |
| 30D | +8.5% | -44.7% | +53.2% | +13.7% |
| 3M | +24.4% | +26.2% | -1.8% | +18.7% |
| 6M | +94.7% | +123.2% | -28.5% | +72.0% |
| YTD | +55.9% | +196.0% | -140.1% | +31.9% |
| 1Y | +48.4% | +240.9% | -192.5% | +24.3% |
| All | +48.4% | +233.9% | -185.5% | +24.3% |
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