+80.1%
IVV vs ELV
-4.6%
+84.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.3% | -0.3% |
| 7D | +0.1% | +3.3% | -3.2% | -0.1% |
| 30D | +0.1% | +4.2% | -4.1% | -0.2% |
| 3M | +2.0% | -0.1% | +2.1% | +1.9% |
| 6M | +13.0% | +41.3% | -28.2% | +10.1% |
| YTD | +13.6% | +17.4% | -3.8% | +11.8% |
| 1Y | +20.1% | +35.1% | -15.0% | +16.9% |
| All | +80.1% | -4.6% | +84.8% | +76.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling