+286.6%
ELF vs IFF
-13.3%
+299.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.7% | -1.4% | -3.2% |
| 7D | +3.4% | -6.9% | +10.3% | +5.9% |
| 30D | +5.0% | -8.9% | +13.8% | +8.1% |
| 3M | +22.6% | -3.7% | +26.3% | +23.7% |
| 6M | +104.0% | +3.5% | +100.5% | +99.8% |
| YTD | +49.3% | +21.2% | +28.1% | +36.6% |
| 1Y | +46.0% | +25.6% | +20.4% | +31.7% |
| 3Y | +19.4% | +19.7% | -0.3% | +9.5% |
| 5Y | +262.0% | -39.8% | +301.8% | +312.5% |
| All | +286.6% | -13.3% | +299.9% | +288.8% |
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