-18.0%
ELF vs IBN
-4.0%
-14.0%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.8% | +2.7% |
| 7D | +5.4% | +1.4% | +3.9% | +4.3% |
| 30D | +27.0% | -0.3% | +27.3% | +27.2% |
| 3M | +113.2% | +17.1% | +96.1% | +86.2% |
| 6M | +36.6% | +3.4% | +33.2% | +29.8% |
| YTD | +44.2% | +2.5% | +41.7% | +36.6% |
| 1Y | -18.0% | -4.2% | -13.8% | -14.4% |
| All | -18.0% | -4.0% | -14.0% | -14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 1y: compounded portfolio wealth divided by compounded IBN 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…
1y analysis · Full analysis span regression · 6 months rolling