+301.7%
ELF vs IVZ
+43.7%
+258.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.4% | +1.6% | +3.0% |
| 7D | +1.6% | +7.6% | -6.0% | -1.3% |
| 30D | +9.1% | +4.3% | +4.8% | +7.2% |
| 3M | +28.2% | -9.3% | +37.5% | +32.8% |
| 6M | +119.5% | +5.2% | +114.3% | +113.6% |
| YTD | +55.2% | +13.4% | +41.7% | +45.9% |
| 1Y | +58.6% | +25.4% | +33.2% | +43.4% |
| 3Y | +21.3% | +152.5% | -131.2% | -16.8% |
| 5Y | +276.2% | +36.7% | +239.5% | +211.9% |
| All | +301.7% | +43.7% | +258.1% | +185.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 10y: compounded portfolio wealth divided by compounded IVZ 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…
10y analysis · Full analysis span regression · 6 months rolling