+338.3%
ELF vs IBN
+379.6%
-41.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +4.2% | +1.5% | +4.1% |
| 7D | +4.0% | +15.1% | -11.1% | -1.5% |
| 30D | +10.6% | +21.6% | -11.1% | +2.5% |
| 3M | +25.8% | +11.2% | +14.6% | +20.6% |
| 6M | +89.1% | +27.8% | +61.3% | +71.9% |
| YTD | +52.7% | +14.7% | +38.1% | +44.6% |
| 1Y | +51.7% | +14.4% | +37.3% | +43.7% |
| 3Y | +14.2% | +52.1% | -37.9% | -2.5% |
| 5Y | +270.7% | +70.7% | +200.0% | +202.9% |
| 10Y | +341.9% | +385.5% | -43.6% | +191.5% |
| All | +338.3% | +379.6% | -41.3% | +189.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling