-9.5%
IEF vs ELV
+24.6%
-34.1%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.5% | -6.5% | -1.0% |
| 7D | -1.3% | +2.8% | -4.1% | -1.3% |
| 30D | -1.7% | +4.9% | -6.7% | -1.7% |
| 3M | -2.5% | +4.9% | -7.4% | -2.5% |
| 6M | -3.3% | +45.1% | -48.3% | -3.3% |
| YTD | -2.8% | +20.7% | -23.5% | -2.9% |
| 1Y | -2.7% | +35.0% | -37.8% | -2.8% |
| 3Y | +8.9% | -2.4% | +11.3% | +9.1% |
| All | -9.5% | +24.6% | -34.1% | -7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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