+312.0%
IVV vs ELV
+268.8%
+43.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +3.3% | -0.5% | +3.8% | +3.4% |
| 30D | -2.7% | +1.1% | -3.7% | -3.1% |
| 3M | -1.7% | +8.2% | -9.9% | -4.0% |
| 6M | +3.2% | +10.2% | -7.1% | -0.4% |
| YTD | +12.0% | +24.4% | -12.4% | +3.5% |
| 1Y | +12.1% | +33.8% | -21.7% | +1.3% |
| 3Y | +78.6% | -1.4% | +80.0% | +71.8% |
| 5Y | +73.8% | +5.8% | +68.0% | +60.0% |
| All | +312.0% | +268.8% | +43.3% | +165.8% |
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