+357.2%
ELF vs IVZ
+48.7%
+308.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | +6.3% | +2.2% | +4.1% | +5.3% |
| 30D | +8.5% | -2.2% | +10.7% | +9.2% |
| 3M | +24.4% | -8.4% | +32.9% | +28.4% |
| 6M | +94.7% | +6.2% | +88.6% | +88.7% |
| YTD | +55.9% | +12.4% | +43.5% | +47.0% |
| 1Y | +48.4% | +26.0% | +22.4% | +33.8% |
| 3Y | +24.6% | +147.9% | -123.2% | -14.1% |
| 5Y | +285.0% | +38.8% | +246.2% | +217.4% |
| 10Y | +357.2% | +44.6% | +312.6% | +231.3% |
| All | +357.2% | +48.7% | +308.5% | +231.3% |
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