+265.7%
ELF vs IFF
-24.9%
+290.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.4% |
| 7D | -11.6% | -3.2% | -8.5% | -10.6% |
| 30D | +4.6% | -0.3% | +4.9% | +4.8% |
| 3M | +59.7% | +8.4% | +51.3% | +54.6% |
| 6M | +21.2% | +23.0% | -1.8% | +11.3% |
| YTD | +27.4% | +25.5% | +2.0% | +15.8% |
| 1Y | -29.8% | +29.1% | -58.9% | -36.9% |
| 3Y | -28.5% | +31.7% | -60.1% | -36.3% |
| 5Y | +220.0% | -35.2% | +255.3% | +255.1% |
| All | +265.7% | -24.9% | +290.6% | +277.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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