+2,353.8%
ELV vs IFF
+415.0%
+1,938.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.3% | -0.8% |
| 7D | -2.2% | -3.0% | +0.8% | -1.2% |
| 30D | -0.2% | -0.9% | +0.7% | 0.0% |
| 3M | -6.1% | +11.8% | -18.0% | -9.9% |
| 6M | +42.8% | +16.5% | +26.3% | +33.5% |
| YTD | +14.4% | +26.5% | -12.1% | +3.8% |
| 1Y | +28.6% | +32.7% | -4.1% | +14.5% |
| 3Y | -7.4% | +32.0% | -39.4% | -20.0% |
| 5Y | +14.5% | -36.1% | +50.5% | +23.6% |
| 10Y | +257.4% | -20.1% | +277.5% | +232.0% |
| All | +2,353.8% | +415.0% | +1,938.8% | +869.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling