+364.2%
ELF vs IBN
+368.7%
-4.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.7% | +1.1% | +2.1% |
| 7D | +7.8% | +14.6% | -6.8% | +2.1% |
| 30D | +9.3% | +23.5% | -14.3% | +0.4% |
| 3M | +21.2% | +14.0% | +7.2% | +14.8% |
| 6M | +96.1% | +31.1% | +65.0% | +75.9% |
| YTD | +57.0% | +16.6% | +40.4% | +47.3% |
| 1Y | +61.9% | +14.9% | +46.9% | +52.7% |
| 3Y | +20.0% | +56.9% | -36.9% | +0.6% |
| 5Y | +284.8% | +69.7% | +215.1% | +211.8% |
| 10Y | +364.2% | +365.4% | -1.2% | +191.0% |
| All | +364.2% | +368.7% | -4.4% | +191.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling