+18.9%
ELV vs IWF
+72.8%
-53.9%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.2% |
| 7D | -2.2% | +0.5% | -2.7% | -2.3% |
| 30D | -0.2% | -1.4% | +1.2% | +0.1% |
| 3M | -6.1% | +0.4% | -6.6% | -6.3% |
| 6M | +42.8% | +8.5% | +34.4% | +39.7% |
| YTD | +14.4% | +3.7% | +10.7% | +13.0% |
| 1Y | +28.6% | +8.5% | +20.1% | +25.5% |
| 3Y | -7.4% | +78.5% | -85.9% | -23.8% |
| All | +18.9% | +72.8% | -53.9% | -2.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling