+286.6%
ELF vs IBN
+383.7%
-97.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.0% | -3.2% | -3.8% |
| 7D | +3.4% | +5.7% | -2.4% | +1.1% |
| 30D | +5.0% | +20.5% | -15.5% | -2.7% |
| 3M | +22.6% | +15.2% | +7.3% | +15.6% |
| 6M | +104.0% | +34.5% | +69.5% | +80.8% |
| YTD | +49.3% | +16.4% | +32.9% | +40.1% |
| 1Y | +46.0% | +13.5% | +32.5% | +38.4% |
| 3Y | +19.4% | +55.4% | -36.0% | +0.2% |
| 5Y | +262.0% | +73.1% | +189.0% | +190.8% |
| All | +286.6% | +383.7% | -97.2% | +139.2% |
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