+275.1%
ELF vs IAG
+515.1%
-240.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +7.2% | -1.5% | +5.4% |
| 7D | +4.0% | +21.4% | -17.4% | +3.1% |
| 30D | +10.6% | +4.0% | +6.5% | +10.3% |
| 3M | +25.8% | +17.0% | +8.8% | +25.0% |
| 6M | +89.1% | +1.4% | +87.7% | +88.4% |
| YTD | +52.7% | +13.8% | +39.0% | +51.8% |
| 1Y | +51.7% | +55.8% | -4.1% | +50.1% |
| 3Y | +14.2% | +647.4% | -633.2% | +6.5% |
| All | +275.1% | +515.1% | -240.0% | +244.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling