+262.0%
ELF vs IOVA
-66.8%
+328.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -5.7% | +1.5% | -3.7% |
| 7D | +3.4% | -1.4% | +4.8% | +3.5% |
| 30D | +5.0% | -47.4% | +52.3% | +9.5% |
| 3M | +22.6% | +13.2% | +9.4% | +19.7% |
| 6M | +104.0% | +114.3% | -10.4% | +87.4% |
| YTD | +49.3% | +179.5% | -130.2% | +33.2% |
| 1Y | +46.0% | +200.4% | -154.4% | +29.4% |
| 3Y | +19.4% | +92.2% | -72.8% | +2.1% |
| 5Y | +262.0% | -63.8% | +325.8% | +242.2% |
| All | +262.0% | -66.8% | +328.8% | +242.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling