+18.6%
IVV vs ELV
+30.5%
-11.9%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.3% |
| 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% | +4.0% |
| 6M | +13.0% | +42.8% | -29.8% | +10.3% |
| YTD | +12.4% | +14.4% | -1.9% | +10.5% |
| 1Y | +18.6% | +28.6% | -10.0% | +16.9% |
| All | +18.6% | +30.5% | -11.9% | +16.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling