+312.0%
IVV vs ELF
+316.3%
-4.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.2% | +3.9% | +0.2% |
| 7D | +3.3% | +3.4% | 0.0% | +2.9% |
| 30D | -2.7% | +5.0% | -7.6% | -3.3% |
| 3M | -1.7% | +22.6% | -24.3% | -4.4% |
| 6M | +3.2% | +104.0% | -100.8% | -6.4% |
| YTD | +12.0% | +49.3% | -37.3% | +4.8% |
| 1Y | +12.1% | +46.0% | -33.9% | +5.0% |
| 3Y | +78.6% | +19.4% | +59.2% | +58.6% |
| 5Y | +73.8% | +262.0% | -188.2% | +24.8% |
| All | +312.0% | +316.3% | -4.3% | +161.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 10y: compounded portfolio wealth divided by compounded ELF 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…
10y analysis · Full analysis span regression · 6 months rolling