+129.6%
IEF vs ELV
+1,398.0%
-1,268.3%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | -0.1% |
| 7D | +0.1% | -0.3% | +0.3% | +0.1% |
| 30D | -0.7% | +2.0% | -2.7% | -0.7% |
| 3M | -0.4% | -3.5% | +3.1% | -0.5% |
| 6M | -2.5% | +40.2% | -42.7% | -1.3% |
| YTD | -1.6% | +15.8% | -17.4% | -0.9% |
| 1Y | -1.3% | +33.2% | -34.5% | -0.1% |
| 3Y | +10.1% | -6.2% | +16.3% | +10.4% |
| 5Y | -8.3% | +16.4% | -24.7% | -6.9% |
| 10Y | +4.5% | +259.8% | -255.3% | +12.6% |
| All | +129.6% | +1,398.0% | -1,268.3% | +165.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling