-2.0%
ELV vs IWF
+76.9%
-78.9%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.5% |
| 7D | +3.2% | -0.9% | +4.1% | +3.3% |
| 30D | +5.4% | -1.7% | +7.1% | +5.5% |
| 3M | +5.4% | +0.7% | +4.7% | +5.2% |
| 6M | +45.7% | +8.6% | +37.2% | +44.3% |
| YTD | +21.2% | +3.5% | +17.7% | +20.4% |
| 1Y | +35.6% | +7.0% | +28.6% | +34.4% |
| 3Y | -2.0% | +76.3% | -78.3% | -12.0% |
| All | -2.0% | +76.9% | -78.9% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 3y: compounded portfolio wealth divided by compounded IWF 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…
3y analysis · Full analysis span regression · 6 months rolling