+338.3%
ELF vs IOVA
-3.8%
+342.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.9% | +1.9% | +5.4% |
| 7D | +4.0% | -5.2% | +9.2% | +4.4% |
| 30D | +10.6% | -37.8% | +48.3% | +14.2% |
| 3M | +25.8% | +29.5% | -3.7% | +21.0% |
| 6M | +89.1% | +96.6% | -7.5% | +72.9% |
| YTD | +52.7% | +194.5% | -141.8% | +33.6% |
| 1Y | +51.7% | +248.1% | -196.3% | +30.4% |
| 3Y | +14.2% | +86.1% | -71.9% | -4.8% |
| 5Y | +270.7% | -67.8% | +338.5% | +241.7% |
| 10Y | +341.9% | +38.6% | +303.3% | +268.4% |
| All | +338.3% | -3.8% | +342.1% | +281.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling