+255.0%
ELF vs IAG
+764.1%
-509.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.2% | +4.3% | +2.2% |
| 7D | +5.4% | -0.5% | +5.9% | +5.4% |
| 30D | +27.0% | +28.9% | -1.9% | +25.8% |
| 3M | +113.2% | +19.1% | +94.1% | +111.5% |
| 6M | +36.6% | -10.3% | +46.8% | +36.3% |
| YTD | +44.2% | +24.2% | +20.0% | +42.9% |
| 1Y | -18.0% | +116.5% | -134.5% | -19.4% |
| 3Y | -19.9% | +742.8% | -762.7% | -25.7% |
| All | +255.0% | +764.1% | -509.1% | +218.7% |
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