+293.6%
ELF vs IVZ
+62.8%
+230.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.2% | -2.7% | -4.0% |
| 7D | -1.2% | +1.1% | -2.3% | -1.6% |
| 30D | +5.9% | +3.1% | +2.8% | +4.6% |
| 3M | +99.5% | +18.2% | +81.4% | +86.4% |
| 6M | +26.5% | +38.6% | -12.1% | +10.6% |
| YTD | +37.2% | +25.9% | +11.3% | +24.2% |
| 1Y | -24.4% | +51.7% | -76.1% | -36.2% |
| 3Y | -23.3% | +138.7% | -162.0% | -46.4% |
| 5Y | +245.2% | +62.8% | +182.4% | +168.6% |
| All | +293.6% | +62.8% | +230.8% | +183.4% |
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