+273.0%
ELF vs IBN
+73.5%
+199.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.4% | +3.5% | +3.7% |
| 7D | +1.6% | +1.9% | -0.3% | +0.4% |
| 30D | +9.1% | +22.1% | -13.0% | -3.9% |
| 3M | +28.2% | +17.1% | +11.1% | +15.7% |
| 6M | +119.5% | +35.5% | +84.0% | +80.2% |
| YTD | +55.2% | +16.8% | +38.3% | +39.5% |
| 1Y | +58.6% | +12.4% | +46.2% | +46.1% |
| 3Y | +21.3% | +58.0% | -36.8% | -11.6% |
| All | +273.0% | +73.5% | +199.5% | +139.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling