+309.6%
IVV vs ELV
+298.7%
+11.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.7% | +4.1% | +2.8% |
| 7D | +0.1% | +1.1% | -1.0% | -0.2% |
| 30D | -3.3% | +1.3% | -4.7% | -3.8% |
| 3M | -2.4% | +6.6% | -8.9% | -4.3% |
| 6M | +2.6% | +11.6% | -9.0% | -1.3% |
| YTD | +11.3% | +21.1% | -9.8% | +3.7% |
| 1Y | +13.4% | +34.2% | -20.8% | +2.3% |
| 3Y | +80.3% | -2.9% | +83.2% | +74.0% |
| 5Y | +72.7% | +4.6% | +68.1% | +59.2% |
| 10Y | +309.6% | +272.8% | +36.8% | +168.9% |
| All | +309.6% | +298.7% | +11.0% | +168.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling