+347.0%
ELF vs IVZ
+44.2%
+302.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.3% |
| 7D | +4.3% | -2.8% | +7.0% | +5.3% |
| 30D | +7.7% | -2.2% | +9.9% | +8.4% |
| 3M | +24.7% | -8.1% | +32.8% | +28.5% |
| 6M | +114.6% | +3.8% | +110.9% | +110.0% |
| YTD | +55.8% | +11.5% | +44.3% | +47.4% |
| 1Y | +51.9% | +23.7% | +28.2% | +38.1% |
| 3Y | +24.6% | +145.8% | -121.2% | -13.6% |
| 5Y | +279.2% | +36.1% | +243.1% | +215.2% |
| 10Y | +338.7% | +42.4% | +296.3% | +216.1% |
| All | +347.0% | +44.2% | +302.9% | +236.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling