+322.1%
IVV vs ELV
+257.3%
+64.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.1% |
| 7D | -0.4% | -2.2% | +1.9% | +0.2% |
| 30D | -1.4% | -0.2% | -1.2% | -1.4% |
| 3M | +3.7% | -6.1% | +9.8% | +5.0% |
| 6M | +13.0% | +42.8% | -29.8% | +1.5% |
| YTD | +12.4% | +14.4% | -1.9% | +6.6% |
| 1Y | +18.6% | +28.6% | -10.0% | +8.2% |
| 3Y | +78.1% | -7.4% | +85.5% | +74.1% |
| 5Y | +82.3% | +14.5% | +67.8% | +61.7% |
| 10Y | +322.1% | +257.4% | +64.7% | +169.7% |
| All | +322.1% | +257.3% | +64.8% | +169.7% |
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