+24.6%
ELF vs IOVA
+103.0%
-78.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.6% |
| 7D | +6.3% | -8.5% | +14.8% | +7.0% |
| 30D | +8.5% | -44.7% | +53.2% | +12.5% |
| 3M | +24.4% | +26.2% | -1.8% | +20.7% |
| 6M | +94.7% | +123.2% | -28.5% | +79.4% |
| YTD | +55.9% | +196.0% | -140.1% | +39.9% |
| 1Y | +48.4% | +240.9% | -192.5% | +31.7% |
| 3Y | +24.6% | +103.5% | -78.9% | +4.5% |
| All | +24.6% | +103.0% | -78.4% | +4.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling