+309.6%
IVV vs ELF
+354.8%
-45.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.8% | -0.4% | +2.0% |
| 7D | +0.1% | +7.8% | -7.7% | -0.8% |
| 30D | -3.3% | +9.3% | -12.6% | -4.4% |
| 3M | -2.4% | +21.2% | -23.6% | -4.9% |
| 6M | +2.6% | +96.1% | -93.5% | -6.5% |
| YTD | +11.3% | +57.0% | -45.7% | +3.5% |
| 1Y | +13.4% | +61.9% | -48.4% | +4.9% |
| 3Y | +80.3% | +20.0% | +60.3% | +60.2% |
| 5Y | +72.7% | +284.8% | -212.0% | +23.3% |
| 10Y | +309.6% | +364.2% | -54.6% | +157.5% |
| All | +309.6% | +354.8% | -45.2% | +157.5% |
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