+2,385.0%
ELV vs IWF
+1,268.1%
+1,116.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.0% | -1.2% |
| 7D | -0.3% | +1.5% | -1.8% | -1.2% |
| 30D | +2.0% | -1.3% | +3.2% | +2.7% |
| 3M | -3.5% | +0.1% | -3.6% | -4.1% |
| 6M | +40.2% | +10.3% | +29.9% | +29.9% |
| YTD | +15.8% | +4.2% | +11.7% | +11.3% |
| 1Y | +33.2% | +9.3% | +23.9% | +23.3% |
| 3Y | -6.2% | +79.3% | -85.6% | -42.1% |
| 5Y | +16.4% | +73.8% | -57.4% | -29.2% |
| 10Y | +259.8% | +410.9% | -151.1% | -8.5% |
| All | +2,385.0% | +1,268.1% | +1,116.9% | +166.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling