-24.4%
ELF vs IVZ
+51.7%
-76.1%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.2% | -2.7% | -3.8% |
| 7D | -1.2% | +1.1% | -2.3% | -1.7% |
| 30D | +5.9% | +3.1% | +2.8% | +4.4% |
| 3M | +99.5% | +18.2% | +81.4% | +83.0% |
| 6M | +26.5% | +38.6% | -12.1% | +5.0% |
| YTD | +37.2% | +25.9% | +11.3% | +18.0% |
| 1Y | -24.4% | +51.7% | -76.1% | -44.6% |
| All | -24.4% | +51.7% | -76.1% | -44.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling