+293.6%
ELF vs IAG
+338.1%
-44.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.8% | -3.1% | -4.8% |
| 7D | -1.2% | +4.3% | -5.4% | -1.3% |
| 30D | +5.9% | +9.8% | -3.9% | +5.5% |
| 3M | +99.5% | +28.9% | +70.6% | +97.5% |
| 6M | +26.5% | -7.6% | +34.1% | +26.4% |
| YTD | +37.2% | +22.0% | +15.2% | +35.7% |
| 1Y | -24.4% | +99.5% | -123.9% | -26.3% |
| 3Y | -23.3% | +818.3% | -841.6% | -30.2% |
| 5Y | +245.2% | +785.9% | -540.7% | +208.2% |
| All | +293.6% | +338.1% | -44.5% | +251.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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