+1,499.8%
EL vs IFF
+249.0%
+1,250.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.3% | -2.2% |
| 7D | -2.4% | -3.0% | +0.7% | -1.0% |
| 30D | +13.7% | -0.9% | +14.6% | +14.3% |
| 3M | +14.5% | +11.8% | +2.6% | +9.0% |
| 6M | +7.4% | +16.5% | -9.1% | -0.4% |
| YTD | -4.7% | +26.5% | -31.2% | -14.7% |
| 1Y | +12.9% | +32.7% | -19.8% | -1.2% |
| 3Y | -32.2% | +32.0% | -64.2% | -40.7% |
| 5Y | -68.4% | -36.1% | -32.3% | -63.6% |
| 10Y | +28.3% | -20.1% | +48.3% | +28.4% |
| All | +1,499.8% | +249.0% | +1,250.8% | +711.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 all: compounded portfolio wealth divided by compounded IFF 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…
all analysis · Full analysis span regression · 6 months rolling