+255.0%
ELF vs IVZ
+64.2%
+190.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.1% | +1.0% | +1.6% |
| 7D | +5.4% | +0.6% | +4.7% | +5.0% |
| 30D | +27.0% | +4.0% | +23.0% | +24.7% |
| 3M | +113.2% | +18.2% | +95.0% | +97.1% |
| 6M | +36.6% | +32.8% | +3.8% | +19.0% |
| YTD | +44.2% | +28.7% | +15.5% | +27.2% |
| 1Y | -18.0% | +55.4% | -73.4% | -33.4% |
| 3Y | -19.9% | +135.2% | -155.1% | -46.9% |
| All | +255.0% | +64.2% | +190.8% | +169.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling