+338.3%
ELF vs IAG
+308.7%
+29.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +51.4% |
| 1Y | +51.7% | +55.8% | -4.1% | +49.1% |
| 3Y | +14.2% | +647.4% | -633.2% | +4.8% |
| 5Y | +270.7% | +519.1% | -248.4% | +235.6% |
| 10Y | +341.9% | +345.6% | -3.7% | +293.9% |
| All | +338.3% | +308.7% | +29.5% | +292.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling