+68.2%
IVV vs ELV
+8.2%
+59.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.5% |
| 7D | -2.7% | +1.3% | -4.0% | -2.9% |
| 30D | -5.4% | +5.3% | -10.6% | -6.1% |
| 3M | -4.1% | +9.2% | -13.3% | -5.4% |
| 6M | +0.7% | +14.5% | -13.8% | -1.7% |
| YTD | +8.7% | +23.2% | -14.5% | +4.4% |
| 1Y | +11.0% | +38.0% | -27.1% | +4.3% |
| 3Y | +75.4% | -1.5% | +77.0% | +72.7% |
| All | +68.2% | +8.2% | +59.9% | +55.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling