+22.2%
ELV vs IFF
-35.8%
+58.0%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | +3.2% | -3.2% | +6.4% | +3.7% |
| 30D | +5.4% | -0.3% | +5.6% | +5.4% |
| 3M | +5.4% | +8.4% | -3.1% | +4.0% |
| 6M | +45.7% | +23.0% | +22.7% | +40.6% |
| YTD | +21.2% | +25.5% | -4.3% | +16.5% |
| 1Y | +35.6% | +29.1% | +6.6% | +29.7% |
| 3Y | -2.0% | +31.7% | -33.7% | -7.8% |
| All | +22.2% | -35.8% | +58.0% | +30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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